Adaptive estimation of the spectrum of a stationary Gaussian sequence (Q5937011)
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scientific article; zbMATH DE number 1618313
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English | Adaptive estimation of the spectrum of a stationary Gaussian sequence |
scientific article; zbMATH DE number 1618313 |
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Adaptive estimation of the spectrum of a stationary Gaussian sequence (English)
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26 March 2002
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long-memory process
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stationary sequence
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adaptive estimation
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projection estimator
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penalty function
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