Nonlinear spectral density estimation: thresholding the correlogram (Q2931588)

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Nonlinear spectral density estimation: thresholding the correlogram
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    Nonlinear spectral density estimation: thresholding the correlogram (English)
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    26 November 2014
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    autocovariance matrix
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    flat-top lag-windows
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    kernel smoothing
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    sparsity
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    thresholding
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    wavelets
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