On Prediction of Moving-Average Processes (Q3880136): Difference between revisions
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scientific article
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English | On Prediction of Moving-Average Processes |
scientific article |
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On Prediction of Moving-Average Processes (English)
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1980
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prediction
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discrete-time stationary moving-average process
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entropy
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spectrum
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smallest mean-squared error
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best estimators
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linear estimator
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