Confidence intervals for the maximum entropy spectrum

DOI10.1109/TASSP.1987.1165156zbMath0639.94005MaRDI QIDQ3780878

Ehud Weinstein, David Burshtein

Publication date: 1987

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

zbMATH Keywords

confidence intervalsmaximum entropyautoregressive spectrumLevinson- Durbin recursionwavenumber estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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