On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density
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Publication:5626079
DOI10.1137/1115059zbMath0221.62037MaRDI QIDQ5626079
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1115059
60G15: Gaussian processes
62M09: Non-Markovian processes: estimation
62M15: Inference from stochastic processes and spectral analysis
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