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The effects of noise on the autoregressive spectral estimator. (English) Zbl 0441.62084

MSC:
62M15 Inference from stochastic processes and spectral analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
60G25 Prediction theory (aspects of stochastic processes)
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