Πλοήγηση Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics ανά Θέμα "inverse autocovariance"
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Article
Moving Average Processes and Maximum Entropy
(1992)A characterization of the stochastic process that has maximum entropy among all moving average processes of order q, subject to the condition that the autocovariances γ(k) satisfy γ(k)= ck, for k = 0, 1, …, p, is provided ...