Multivariate maximum entropy spectrum
type: Item
instance of: scholarly article
title: Multivariate maximum entropy spectrum
zbMATH Open document ID: 0778.62084
published in: Journal of Multivariate Analysis
publication date: 1993-12-05T00:00:00Z
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 445115
zbMATH Keywords: vector autoregressive process
zbMATH Keywords: block LU decomposition
zbMATH Keywords: Burg's maximum entropy spectrum
zbMATH Keywords: autocovariances
zbMATH Keywords: autoregressive process
zbMATH Keywords: multivariate version of Burg's spectrum
author: ByoungSeon Choi
MaRDI profile type: Publication
full work available at URL: jmva.1993.1046
OpenAlex ID: W2094630639
DOI: 10.1006/JMVA.1993.1046
description: scientific article; zbMATH DE number 445115