Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Information theory"

Now showing items 1-2 of 2

    • 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 ...
    • Article  

      Nonparametric Maximum Entropy 

      Politis, Dimitris Nicolas (1993)
      The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...