On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590)

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scientific article; zbMATH DE number 2202546
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On Efficient AR Spectral Estimation for Long-Range Predictions
scientific article; zbMATH DE number 2202546

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    On Efficient AR Spectral Estimation for Long-Range Predictions (English)
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    5 September 2005
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    AIC
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    asymptotic efficiency
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    autoregressive process
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    integrated relative squared error
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    spectral density
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