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scientific article; zbMATH DE number 3988546
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| English | No label defined |
scientific article; zbMATH DE number 3988546 |
Statements
1986
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Fourier analysis of data
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periodogram
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estimating spectral density
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cross spectra
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AR models
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state space representation
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Kalman filter
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ARMA
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ARMAX
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linear systems
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asymptotic theory
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multidimensional ARMAX case
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0.7965729236602783
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0.7853035926818848
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