Multivariate maximum entropy spectrum
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Publication:689322
DOI10.1006/jmva.1993.1046zbMath0778.62084OpenAlexW2094630639MaRDI QIDQ689322
Publication date: 5 December 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1046
autoregressive processvector autoregressive processblock LU decompositionautocovariancesBurg's maximum entropy spectrummultivariate version of Burg's spectrum
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