Maximum entropy spectral estimation for regular time series of degenerate rank

DOI10.1109/TASSP.1984.1164393zbMath0583.62083OpenAlexW2032035562MaRDI QIDQ3706378

Yujiro Inouye

Publication date: 1984

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/tassp.1984.1164393

zbMATH Keywords

autocorrelationmaximum entropy methodmultichannel time series of degenerate rankregular time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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