On the maximum entropy method for interval covariance sequences

DOI10.1109/29.60117MaRDI QIDQ3490812zbMATH OpenOpenAlexFDO

Authors Craig R. Shankwitz, Tryphon T. Georgiou

Publication date 1990

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.60117

zbMATH Keywords

existence of a maximum entropy spectral estimateinterval covariance sequenceprediction errorstationary zero-mean stochastic process

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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