Multivariate maximum entropy spectrum (Q689322): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Byoung-Seon Choi / rank | |||
Property / author | |||
Property / author: Byoung-Seon Choi / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1006/jmva.1993.1046 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2094630639 / rank | |||
Normal rank |
Latest revision as of 00:59, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate maximum entropy spectrum |
scientific article |
Statements
Multivariate maximum entropy spectrum (English)
0 references
5 December 1993
0 references
vector autoregressive process
0 references
block LU decomposition
0 references
Burg's maximum entropy spectrum
0 references
autocovariances
0 references
autoregressive process
0 references
multivariate version of Burg's spectrum
0 references