Maximum entropy interpretation of autoregressive spectral densities (Q1172909)
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scientific article; zbMATH DE number 3791489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum entropy interpretation of autoregressive spectral densities |
scientific article; zbMATH DE number 3791489 |
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Maximum entropy interpretation of autoregressive spectral densities (English)
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1982
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new proof of maximum entropy characterization of autoregressive spectral densities
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stationary time series
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exponential models
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cross-entropy
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information divergence
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