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Similarity law in the spectral estimation of a time series. II

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Abstract

In the second part of this papersee [V. Yu. Terebizh, Astrofizika,40, 139 (1997)] we give results of an auxiliary nature for a first-order autoregression process. A formal statement of the problem of estimating the spectral density of a time series is given as an inverse problem of mathematical physics.

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The numbering of sections in this and the next three papers in this series is a continuation of the numbering in the first paper, printed in the preceding issue of the journal [Astrofizika,40, 139–148 (1997)].

Translated from Astrofizika, Vol. 40, No. 2, pp. 273–280, April–June, 1 997.

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Terebizh, V.Y. Similarity law in the spectral estimation of a time series. II. Astrophysics 40, 178–182 (1997). https://doi.org/10.1007/BF03036111

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