Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (Q1871254)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. |
scientific article; zbMATH DE number 1906939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. |
scientific article; zbMATH DE number 1906939 |
Statements
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. (English)
0 references
7 May 2003
0 references
Periodically correlated processes
0 references
Nonstationary processes
0 references
Multivariate
0 references
stationary processes
0 references
Maximum entropy
0 references
Reflection coefficients
0 references
Autoregressive processes
0 references
0 references
0 references
