ARMA models, prewhitening, and minimum cross entropy (Q4036252)
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scientific article; zbMATH DE number 168548
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| English | ARMA models, prewhitening, and minimum cross entropy |
scientific article; zbMATH DE number 168548 |
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ARMA models, prewhitening, and minimum cross entropy (English)
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16 May 1993
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spectral estimation
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stationary time series
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spectral density
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sample autocovariances
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Fourier coefficients
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prior spectral density
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posterior spectral density
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minimum cross entropy spectral analysis
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prewhitening
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ARMA models
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asymptotic consistency
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0.8204389810562134
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0.792815625667572
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0.7635871767997742
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