The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population (Q3915811)
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English | The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population |
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The effect of serial correlation on confidence regions for the parmnters of a multivariate normal population (English)
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1980
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autoregressive stationary time series
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spectral density
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Toeplitz matrix
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Kronecker product
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significance levels of confidence regions
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multivariate normal population
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violations of the independence assumption
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