Browsing by Subject "Kullback-Leibler number"

Now showing items 1-1 of 1

    • Article  

      ARM A Models, Prewhitening, and Minimum Gross Entropy 

      Politis, Dimitris Nicolas (1993)
      The problem of spectral estimation on the basis of observations from a finite stretch of a stationary time series is considered, in connection with knowledge of a prior estimate of the spectral density. In general, the ...