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Asymptotically optimal AR spectral estimate for multistep prediction. (English) Zbl 1041.65016

Mastorakis, Nikos E. (ed.), Recent advances in applied and theoretical mathematics. Athens: World Scientific Engineering Society Press (ISBN 960-8052-21-1/hbk). Mathematics and Computers in Science and Engineering. A Series of Reference Books and Textbooks, 243-249 (2000).
MSC:  65C60 62M10 62M20
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