A note on maximum entropy spectrum estimation

DOI10.1080/03610920008832546zbMath0993.62083OpenAlexW2039232173MaRDI QIDQ4550626

Junjie Song, Dylan Shi, Chi Wang

Publication date: 24 September 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832546

zbMATH Keywords

AR seriesMA series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• A new ARMA spectral estimator
• ARMA model maximum entropy power spectral estimation

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