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Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes. (English) Zbl 0512.62090


MSC:

62M15 Inference from stochastic processes and spectral analysis
93E10 Estimation and detection in stochastic control theory
93E03 Stochastic systems in control theory (general)
62G99 Nonparametric inference
62M09 Non-Markovian processes: estimation

Citations:

Zbl 0423.60043
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