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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    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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