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

autoregressive modelBurg's maximum entropy spectrumnonlinear time seriesnonparametric estimationpredictionspectrum estimation

Mathematics Subject Classification ID

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

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