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A consistent estimator for spectral density matrix of a discrete time periodically correlated process

DOI: http://dx.doi.org/10.19195/0208-4147.38.1.12

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Periodically correlated processes, spectral density matrix, Kullback–Leibler distance, smoothed periodogram, Wishart distribution, limiting distribution

The Fisher information and exponential families parametrized by a segment of means

AbstractDownload articleDownload article

Fisher information, efficient estimator, exponential family, multivariate Gaussian distribution, Wishart distribution, parsimony

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