ARMA model maximum entropy power spectral estimation

DOI10.1109/TASSP.1984.1164434zbMath0584.62161OpenAlexW2083775279MaRDI QIDQ3707208

Aníbal R. Figueiras-Vidal, M. Eugenia Santamaría-Perez, Miguel A. Lagunas-Hernandez

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.1984.1164434

zbMATH Keywords

ARMA modelsmaximum entropy power spectral estimation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

A note on maximum entropy spectrum estimation ⋮ The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series ⋮ Cumulative Tsallis entropy based on power spectrum of financial time series ⋮ On the existence of a class of invertible FIR filters for spectral shaping ⋮ A new class of invertible FIR filters for spectral shaping

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