Factorization of moving-average spectral densities by state-space representations and stacking (Q2581834)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization of moving-average spectral densities by state-space representations and stacking |
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Factorization of moving-average spectral densities by state-space representations and stacking (English)
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10 January 2006
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Spectral factorization
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State space
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Moving average
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Algebraic Riccati equation
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Stacking
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