scientific article; zbMATH DE number 3988553

zbMATH Open0611.62115MaRDI QIDQ3750865FDOQ3750865

Authors: Shunsuke Ihara 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesspectral densityconstraintsmaximum entropyARMA processI-divergenceautocorrelationsautoregressive moving average processesminimum relative entropyAR processKullback-Leibler information numberminimum cross-entropy methodBurg's spectral estimation method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited In (6)

• The entropy of a constrained signal: a maximum entropy approach with applications
• Lower bounds on entropy via the Conley index with application to time series
• Relative entropy and spectral constraints: some invariance properties of the ARMA class
• ARMA models, prewhitening, and minimum cross entropy
• Maximum entropy spectral analysis and ARMA processes (Corresp.)
• The Burg problem and Tsallis' entropy

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