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Publication:3210625
zbMath0723.60035MaRDI QIDQ3210625
Shunsuke Ihara, Toshiyuki Akiyama
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kullback-Leibler informationstationary processesGaussian ARMA processmaximum entropy spectral analysisMarkov stationary processesminimization problem of the relative entropy
Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Entropy and other invariants (28D20) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
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