On the maximal entropy property for ARMA processes and ARMA approximation

DOI10.2307/1427460zbMath0704.60031OpenAlexW2321572251MaRDI QIDQ3484100

Dawei Huang

Publication date: 1990

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427460

zbMATH Keywords

spectral estimationPadé approximationsARMA processesmaximal entropy propertyzero location of polynomial

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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