On the maximum entropy method for interval covariance sequences

DOI10.1109/29.60117zbMath0708.62085OpenAlexW2132834475MaRDI QIDQ3490812

Craig R. Shankwitz, Tryphon T. Georgiou

Publication date: 1990

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.60117

zbMATH Keywords

prediction errorexistence of a maximum entropy spectral estimateinterval covariance sequencestationary zero-mean stochastic process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

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