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scientific article; zbMATH DE number 1069589
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scientific article; zbMATH DE number 1069589 |
Statements
5 January 1998
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entropy
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cross entropy
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Renyi information
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time series
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spectral estimation
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exponential models
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goodness of fit tests
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0.7783163785934448
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0.7394078373908997
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This paper aims to present two emerging ideas about the practice of statistics and time series analysis: (a) to `stand on the shoulders of giants' to see further how one should develop a framework which unifies diverse methods; (b) information ideas are central to a unified framework since they clarify and extend methods by providing many levels of relationship between time series analysis, classical statistical methods for independent samples, and signal processing problems called inverse problems with positivity constraints. This paper discusses some roles of information ideas and spectral analysis in time series analysis. It extends spectral estimation by exponential models and goodness of fit tests by components. For the entire collection see [Zbl 0846.00010].
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