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Relative entropy and spectral constraints: some invariance properties of the ARMA class - MaRDI portal

Relative entropy and spectral constraints: some invariance properties of the ARMA class (Q3505334)

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Relative entropy and spectral constraints: some invariance properties of the ARMA class
scientific article

    Statements

    title
    Relative entropy and spectral constraints: some invariance properties of the ARMA class (English)
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    publication date
    18 June 2008
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    zbMATH Keywords
    moment problem
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62B10
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    zbMATH DE Number
    5290242
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    OpenAlex ID
    W2156054575
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    Wikidata QID
    Q126238465
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