Nonparametric maximum entropy

DOI10.1109/18.243458zbMath0804.62006OpenAlexW2092305268MaRDI QIDQ4307346

Dimitris N. Politis

Publication date: 4 October 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.243458

zbMATH Keywords

predictionautoregressive modelnonlinear time seriesnonparametric estimationspectrum estimationBurg's maximum entropy spectrum

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes (62M99) Statistical aspects of information-theoretic topics (62B10) Nonparametric inference (62G99)

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