A note on maximum entropy spectrum estimation

DOI10.1080/03610920008832546MaRDI QIDQ4550626zbMATH OpenOpenAlexFDO

Authors Dylan Shi, Junjie Song, Chi Wang

Publication date 24 September 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832546

zbMATH Keywords

AR seriesMA series

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A new ARMA spectral estimator
• ARMA model maximum entropy power spectral estimation

Cited in

(13)

• scientific article; zbMATH DE number 3868458 (Why is no real title available?)
• On the maximum entropy method for interval covariance sequences
• scientific article; zbMATH DE number 3896149 (Why is no real title available?)
• Maximum entropy spectral estimation for regular time series of degenerate rank
• scientific article; zbMATH DE number 3974638 (Why is no real title available?)
• scientific article; zbMATH DE number 4011138 (Why is no real title available?)
• scientific article; zbMATH DE number 4020184 (Why is no real title available?)
• Confidence intervals for the maximum entropy spectrum
• scientific article; zbMATH DE number 77977 (Why is no real title available?)
• Maximum entropy power spectrum estimation for 2-D multirate systems
• Maximum entropy and maximum likelihood in spectral estimation
• scientific article; zbMATH DE number 7049740 (Why is no real title available?)
• Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates

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