Nonparametric maximum entropy (Q4307346)

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scientific article; zbMATH DE number 645377
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Nonparametric maximum entropy
scientific article; zbMATH DE number 645377

    Statements

    Nonparametric maximum entropy (English)
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    4 October 1994
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    nonlinear time series
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    nonparametric estimation
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    autoregressive model
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    spectrum estimation
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    prediction
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    Burg's maximum entropy spectrum
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