Publication:4725568
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zbMath0616.62126MaRDI QIDQ4725568
Publication date: 1986
covariance matrix; least squares estimator; explicit expression; asymptotically Gaussian; hidden periodicity model; sinusoidal signals-in- noise model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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