The autocorrelation function extrapolation and equivalence of determinant and entropy maximizations

DOI10.1080/09720529.1999.10697885zbMath0939.62097OpenAlexW1990630792MaRDI QIDQ4943246

Nezameddin Faghih

Publication date: 3 July 2000

Published in: Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720529.1999.10697885

zbMATH Keywords

maximum entropy spectral estimationautocorrelation matricesautocorrelation function extrapolation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Determinants, permanents, traces, other special matrix functions (15A15) Statistical aspects of information-theoretic topics (62B10) Basic linear algebra (15A99)

Cites Work

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• A two-dimensional maximum entropy spectral estimator

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