Moving average processes and maximum entropy

DOI10.1109/18.135663MaRDI QIDQ4008357zbMATH OpenOpenAlexFDO

Authors Dimitris Politis

Publication date 27 September 1992

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.135663

zbMATH Keywords

inverse autocovariancemaximum entropymoving average processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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• ARMA MODELS REALIZATION AND IMPULSE RESPONSES
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