Generalised cepstral models for the spectrum of vector time series (Q2293719)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised cepstral models for the spectrum of vector time series |
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Generalised cepstral models for the spectrum of vector time series (English)
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5 February 2020
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stationary vector stochastic processes
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spectral density matrix
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Wold coefficients
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generalised spectrum models
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Box-Cox link
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spectral estimation
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Whittle likelihood
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