Power spectrum estimation from noisy and limited autocorrelation values: A maximum entropy approach

DOI10.1016/S0165-1684(96)00162-4zbMath1006.94523OpenAlexW2082809323MaRDI QIDQ1392125

L. Rebollo Neira, A. G. Constantinides

Publication date: 23 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(96)00162-4

zbMATH Keywords

power spectrummaximum entropy algorithmautocorrelation values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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