Nonlinear spectral density estimation: thresholding the correlogram (Q2931588)
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English | 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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