Maximum entropy spectral analysis and ARMA processes (Corresp.)

DOI10.1109/TIT.1984.1056872zbMath0539.62100MaRDI QIDQ3326670

Shunsuke Ihara

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

linear filteringARMA processesdiscrete-time stationary processesmaximum entropy spectral analysismixed autoregressive moving average model

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

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