A comparison of multivariate autoregressive estimators (Q1031300)

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A comparison of multivariate autoregressive estimators
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    A comparison of multivariate autoregressive estimators (English)
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    29 October 2009
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    stochastic signal processing
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    parametric modeling
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    bootstrapping
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    cross-validation
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    stationary multivariate spectral analysis
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    coherence
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    directed transfer function
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    causality
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    information flow
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