Maximum entropy interpretation of autoregressive spectral densities (Q1172909): Difference between revisions

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Latest revision as of 17:44, 13 June 2024

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Maximum entropy interpretation of autoregressive spectral densities
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    Maximum entropy interpretation of autoregressive spectral densities (English)
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    1982
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    new proof of maximum entropy characterization of autoregressive spectral densities
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    stationary time series
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    exponential models
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    cross-entropy
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    information divergence
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