Efficient computation of linearized cross-covariance and auto-covariance matrices of interdependent quantities (Q744193)

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Efficient computation of linearized cross-covariance and auto-covariance matrices of interdependent quantities
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    Efficient computation of linearized cross-covariance and auto-covariance matrices of interdependent quantities (English)
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    6 October 2014
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    Toeplitz
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    circulant
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    embedding
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    spectral
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    FFT
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    convolution
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