ARMA model maximum entropy power spectral estimation

DOI10.1109/TASSP.1984.1164434MaRDI QIDQ3707208zbMATH OpenOpenAlexFDO

Authors Miguel A. Lagunas-Hernandez, M. Eugenia Santamaría-Perez, Aníbal R. Figueiras-Vidal

Publication date 1984

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/tassp.1984.1164434

zbMATH Keywords

ARMA modelsmaximum entropy power spectral estimation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(5)

• On the existence of a class of invertible FIR filters for spectral shaping
• A new class of invertible FIR filters for spectral shaping
• A note on maximum entropy spectrum estimation
• The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
• Cumulative Tsallis entropy based on power spectrum of financial time series

This page was built for publication: ARMA model maximum entropy power spectral estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3707208)