Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (Q1165545)

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Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process
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    Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (English)
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    1983
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    first order autoregressive process
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    explicit approximations
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    eigenvalues of covariance matrix
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    Rayleigh quotients
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    error bounds
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    algorithm
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