SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350): Difference between revisions
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scientific article
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English | SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA |
scientific article |
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SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (English)
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1985
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quadratic-mean consistency
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convergence rates
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spectral density
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discrete-time stationary Gaussian process
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instantaneous nonlinearity
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spectral estimates
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asymptotic normality
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bias
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covariances
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