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ESTIMATE OF THE CONFIDENCE INTERVAL FOR THE SPECTRAL MEASUREMENT OF STOCHASTIC PROCESSES.
ESTIMATE OF THE CONFIDENCE INTERVAL FOR THE SPECTRAL MEASUREMENT OF STOCHASTIC PROCESSES.
1972
I. De Lotto
S. Golinelli
Keywords:
Econometrics
Stochastic process
Spectral density estimation
Confidence interval
Statistics
Maximum entropy spectral estimation
Mathematics
Applied mathematics
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