Nonparametric maximum entropy

DOI10.1109/18.243458MaRDI QIDQ4307346zbMATH OpenOpenAlexFDO

Authors Dimitris Politis

Publication date 4 October 1994

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

Full work available at URL https://doi.org/10.1109/18.243458

zbMATH Keywords

predictionnonlinear time seriesnonparametric estimationautoregressive modelspectrum estimationBurg's maximum entropy spectrum

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Recommendations

• Maximum entropy spectral analysis and ARMA processes (Corresp.)
• scientific article; zbMATH DE number 3896149
• scientific article; zbMATH DE number 4185515
• Maximum entropy principle in problems of identification of a class of nonstationary signals
• scientific article; zbMATH DE number 4056686

Cited in

(12)

• A maximum entropy framework for nonexponential distributions
• Multivariate maximum entropy spectrum
• scientific article; zbMATH DE number 4185515 (Why is no real title available?)
• Maximum-entropy distributions of nonnegative random variables with conditional-additive structure
• Maximum entropy principle in problems of identification of a class of nonstationary signals
• Maximum entropy models for general lag patterns
• scientific article; zbMATH DE number 4020184 (Why is no real title available?)
• scientific article; zbMATH DE number 5967671 (Why is no real title available?)
• Maximum entropy spectral analysis and ARMA processes (Corresp.)
• scientific article; zbMATH DE number 4056686 (Why is no real title available?)
• ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS
• The Burg problem and Tsallis' entropy

This page was built for publication: Nonparametric maximum entropy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4307346)