Asymptotic minimum discrimination information measure for asymptotically weakly stationary processes

DOI10.1109/18.21226zbMath0665.94004OpenAlexW2108387445MaRDI QIDQ3818229

Hanoch Lev-Ari, Yariv Ephraim, Robert M. Gray

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/18.21226

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Related Items

A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process