Multivariate maximum entropy spectrum (Q689322)
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scientific article; zbMATH DE number 445115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate maximum entropy spectrum |
scientific article; zbMATH DE number 445115 |
Statements
Multivariate maximum entropy spectrum (English)
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5 December 1993
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vector autoregressive process
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block LU decomposition
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Burg's maximum entropy spectrum
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autocovariances
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autoregressive process
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multivariate version of Burg's spectrum
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