Rational approximations of spectral densities based on the Alpha divergence (Q2250010)

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Rational approximations of spectral densities based on the Alpha divergence
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    Rational approximations of spectral densities based on the Alpha divergence (English)
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    4 July 2014
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    approximation of power spectra
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    Alpha divergence family
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    Kullback-Leibler divergence
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    convex optimization
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    spectral estimation
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