Multivariate maximum entropy spectrum (Q689322): Difference between revisions
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| Property / author: Byoung-Seon Choi / rank | |||
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| Property / full work available at URL: https://doi.org/10.1006/jmva.1993.1046 / rank | |||
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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)
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5 December 1993
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vector autoregressive process
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block LU decomposition
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Burg's maximum entropy spectrum
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autocovariances
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autoregressive process
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multivariate version of Burg's spectrum
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