Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254): Difference between revisions
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Revision as of 18:15, 28 February 2024
scientific article
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| English | 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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