A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Modified Nonparametric Prewhitened Covariance Estimator |
scientific article |
Statements
A Modified Nonparametric Prewhitened Covariance Estimator (English)
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8 December 2006
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bias correction
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periodogram
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kernel spectral density estimator
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mean squared error
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