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Covariance matrix computation of the state variable of a stationary Gaussian process

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References

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Authors
  1. Hirotugu Akaike
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The Institute of Statistical Mathematics

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Akaike, H. Covariance matrix computation of the state variable of a stationary Gaussian process. Ann Inst Stat Math 30, 499–504 (1978). https://doi.org/10.1007/BF02480240

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  • DOI: https://doi.org/10.1007/BF02480240

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