scientific article; zbMATH DE number 1278027

zbMATH Open0921.60029MaRDI QIDQ4239176FDOQ4239176

Authors: Shunsuke Ihara 

Publication date: 29 April 1999

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

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zbMATH Keywords

maximum entropyperiodogramstationarylarge deviation theoremGuassian

Mathematics Subject Classification ID

Large deviations (60F10) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cited In (7)

• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
• Large deviations for stationary Gaussian processes
• Title not available (Why is that?)
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• A generalization of Pisier homogeneous Banach algebra
• Moving average processes and maximum entropy

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