Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates

DOI10.2307/1269082zbMath0615.62120OpenAlexW2091694828MaRDI QIDQ4723100

Clifford M. Hurvich

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/1269082

zbMATH Keywords

convolutionbandwidthMonte Carlo studymaximum entropy methodspectrum estimationgeneralized spectral windowswindowed-periodogram method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17) Probabilistic methods, stochastic differential equations (65C99)

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