The inverted complex Wishart distribution and its application to spectral estimation (Q1150966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The inverted complex Wishart distribution and its application to spectral estimation |
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The inverted complex Wishart distribution and its application to spectral estimation (English)
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1980
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inverted complex Wishart distribution
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spectral estimation
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multiple time series analysis
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periodogram
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prior distribution
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posterior distribution
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