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Spectral analysis of a stationary stochastic process

Mathematics / Probability and Statistics / Time-Series Analysis / Time Series Analysis

Spectral analysis of a stationary stochastic process Stationary stochastic process Periodogram Spectral decomposition of a random function Statistical problems in the theory of stochastic processes Maximum-entropy spectral estimator Spectral density, estimator of the Spectral estimator, parametric Maximum-entropy spectral estimator Regression spectrum

citescited by

Canonical sources

Spectral analysis of a stationary stochastic processencyclopedia_of_mathematics

Classification

Time Series AnalysisMathematics / Probability and Statistics / Time-Series Analysis / Time Series Analysis

References

Stationary stochastic process Periodogram Spectral decomposition of a random function Statistical problems in the theory of stochastic processes Maximum-entropy spectral estimator Spectral density, estimator of the Spectral estimator, parametric

Referenced by

Maximum-entropy spectral estimator Regression spectrum

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