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On the frequency domain estimation of the innovation variance of a stationary univariate time series |
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| Authors: | PUKKILA, TARMO NYQUIST, HANS |
| Affiliation: | Department of Mathematical Sciences, University of Tampere Tampere, SF-33101, Finland Department of Statistics, University of Umeå Umeå, S-901 87, Sweden |
| Abstract: | |
| Keywords: | Bias Innovation variance Periodogram Stationary time series Tapering |
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