• Conference Object  

      Moving average processes and maximum entropy 

      Politis, Dimitris Nicolas (Publ by IEEE, 1990)
      Summary form only given, as follows. Let Xt, t ε Z be a wide-sense stationary stochastic process with mean EXt = 0 and autocovariance γ(k) = EXt Xt+k, k ε Z. It is well known (Burg, 1967) that the maximum-entropy wide-sense ...