Optimal correction of an indefinite estimated MA spectral density matrix (Q2373685)
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scientific article; zbMATH DE number 5171313
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| English | Optimal correction of an indefinite estimated MA spectral density matrix |
scientific article; zbMATH DE number 5171313 |
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Optimal correction of an indefinite estimated MA spectral density matrix (English)
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16 July 2007
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vector moving-average
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spectral density matrix
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semidefinite programming
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0.816328763961792
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0.781147837638855
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0.7294363975524902
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0.7241159081459045
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