On the maximum entropy problem with autocorrelations specified on a lattice

DOI10.1109/78.212752zbMath0775.62250OpenAlexW2124449359MaRDI QIDQ5288654

Dimitris N. Politis

Publication date: 16 August 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.212752

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Maximum entropy models for general lag patterns ⋮ Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients

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