Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes-Reference-Cited by-同舟云学术

Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes

Published:2002-08 Issue:1 Volume:59 Page:37-52
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Castro Glaysar,Girardin Valerie

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. Introduction to Time Series and Forecasting, Springer Texts in Statistics;Brockwell,1996

2. Castro, G., 1997. Coefficients de réflexion généralisés, Extension de covariances mutidimensionnelles et autres applications. Thèse Univ. Paris-Sud, France.

3. Choi, B.-S., 1987. A proof of Burg's theorem, in: Maximum Entropy and Bayesian Spectral Analysis and Estimation Problems, Proce. 3rd Workshop, Laramie/Wyo., Eds C.R. Smith and G.J. Erickson, Fundam. Theor. Phys., 21, 75–84.

4. Multivariate maximum entropy spectrum;Choi;J. Multivariate Anal.,1993

5. An information-theoretic derivation of the 2-D maximum entropy spectrum;Choi;IEEE Signal Proc. Lett.,1998

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Periodically Correlated Wide-Sense Markov Processes;Iranian Journal of Science and Technology, Transactions A: Science;2016-09-21

2. A periodic Levinson–Durbin algorithm for entropy maximization;Computational Statistics & Data Analysis;2012-01

3. Maximum entropy models for general lag patterns;Journal of Time Series Analysis;2011-06-29

4. Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes;Statistics & Probability Letters;2008-02

5. Bibliography on cyclostationarity;Signal Processing;2005-12