Maximum entropy modeling of periodically correlated processes

DOI10.1109/18.641573zbMath0952.94005OpenAlexW2135696531MaRDI QIDQ4392410

Hao Zhang

Publication date: 8 June 1998

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

Full work available at URL: https://doi.org/10.1109/18.641573

zbMATH Keywords

entropyGaussian processesprobability densityautoregressioninformation,

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17)

Related Items (3)

The Carathéodory-Toeplitz problem with partial data ⋮ Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes ⋮ Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.

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