Changing spectrum estimation (Q3036537)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changing spectrum estimation |
scientific article |
Statements
Changing spectrum estimation (English)
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1983
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changing spectrum estimation
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autoregressive model
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time varying coefficients
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non-stationary covariance time series
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Kalman filter
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AIC criterion
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fixed interval smoother
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