Covariance matrices characterization by a set of scalar partial autocorrelation coefficients (Q1173367)
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English | Covariance matrices characterization by a set of scalar partial autocorrelation coefficients |
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Covariance matrices characterization by a set of scalar partial autocorrelation coefficients (English)
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1983
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scalar partial autocorrelation coefficients
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stationary multivariate time series
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autocovariance matrices
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circular lattice filtering
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