THE DISTRIBUTION OF PERIODOGRAM ORDINATES (Q3965459)
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scientific article; zbMATH DE number 3787904
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| English | THE DISTRIBUTION OF PERIODOGRAM ORDINATES |
scientific article; zbMATH DE number 3787904 |
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THE DISTRIBUTION OF PERIODOGRAM ORDINATES (English)
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1980
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distribution of periodogram
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stationary time series
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estimate of prediction error variance
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complex empirical distribution
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Fourier coefficients
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spectrum
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asymptotic expansion
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characteristic function
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