Nonparametric maximum entropy (Q4307346)

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scientific article; zbMATH DE number 645377
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    Nonparametric maximum entropy
    scientific article; zbMATH DE number 645377

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      Nonparametric maximum entropy (English)
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      4 October 1994
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      nonlinear time series
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      nonparametric estimation
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      autoregressive model
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      spectrum estimation
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      prediction
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      Burg's maximum entropy spectrum
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