Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254): Difference between revisions

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Latest revision as of 11:18, 30 July 2024

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Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
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    Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (English)
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    7 May 2003
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    Periodically correlated processes
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    Nonstationary processes
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    Multivariate
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    stationary processes
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    Maximum entropy
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    Reflection coefficients
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    Autoregressive processes
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