ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses (Q3734925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses |
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ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses (English)
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1985
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mixed autoregressive-moving-average process
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ARMA
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maximal entropy
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autocovariances
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impulse response
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