Moving average processes and maximum entropy

DOI10.1109/18.135663zbMath0753.60033OpenAlexW2135056591MaRDI QIDQ4008357

Dimitris N. Politis

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1109/18.135663

zbMATH Keywords

maximum entropymoving average processesinverse autocovariance

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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