Extension to the maximum entropy method II

DOI10.1109/TIT.1979.1056112MaRDI QIDQ3873362zbMATH OpenOpenAlexDBLPWikidataFDO

Authors William I. Newman

Publication date 1979

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

Full work available at URL https://doi.org/10.1109/tit.1979.1056112

zbMATH Keywords

autocorrelation function lagsestimation of power spectramaximum entropy methodstationary random process

Mathematics Subject Classification ID

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

Cited in

(1)

• Minimax-robust prediction of discrete time series

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