Pages that link to "Item:Q1871254"
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The following pages link to Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254):
Displaying 8 items.
- A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
- Stationary processes on the dyadic tree: prediction and covariance extension (Q817895) (← links)
- On periodically correlated wide-sense Markov processes (Q1708698) (← links)
- The Arov-Grossman model and the Burg multivariate entropy (Q1879335) (← links)
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (Q2476824) (← links)
- An extension problem for discrete-time periodically correlated stochastic processes (Q2722249) (← links)
- Maximum entropy models for general lag patterns (Q2930906) (← links)
- A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes (Q3001222) (← links)