Week 5.4: Spectral density of a wide-sense stationary process-2

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From the course by National Research University Higher School of Economics
Stochastic processes
7 ratings
National Research University Higher School of Economics
7 ratings
From the lesson
Week 5: Stationarity and Linear filters

Meet the Instructors

  • Vladimir Panov
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

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