Generalised Partial Autocorrelations and the Mutual Information Between Past and Future (Q2956057): Difference between revisions

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+MaRDI publication profile
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+W2142751817
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+On the parametrization of autoregressive models by partial autocorrelations
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+INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS
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+Szegő's theorem and its probabilistic descendants
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+An exponential model for the spectrum of a scalar time series
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+The Inverse Autocorrelations of a Time Series and Their Applications
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+On hidden Markov processes with infinite excess entropy
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+Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
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+Coefficient Identities for Powers of Taylor and Dirichlet Series
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+Q4174025
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+Some Notes on Mutual Information Between Past and Future
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+MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE
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+The Variance Profile
@@ Property / cites work: The Variance Profile / rank @@
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+The generalised autocovariance function
@@ Property / cites work: The generalised autocovariance function / rank @@
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