A metric for ARMA processes

DOI10.1109/78.827549zbMath0993.94540OpenAlexW2114618801MaRDI QIDQ2734323

Richard J. Martin

Publication date: 14 August 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.827549

zbMATH Keywords

ARMA processesautoregressive-moving-average modelsrepresentation of discrete-time signals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

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