Estimation of prediction error variance (Q1164947)

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Estimation of prediction error variance
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    title
    Estimation of prediction error variance (English)
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    author
    Hong-Zhi An
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    publication date
    1982
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    Mathematics Subject Classification ID
    62M20
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    62M15
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    62M10
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    zbMATH DE Number
    3765010
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    zbMATH Keywords
    periodogram
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    best linear predictor
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    stationary time series
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    spectral density
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    prediction error variance
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