| dc.contributor.author | Politis, Dimitris Nicolas | en |
| dc.creator | Politis, Dimitris Nicolas | en |
| dc.date.accessioned | 2019-12-02T10:37:53Z | |
| dc.date.available | 2019-12-02T10:37:53Z | |
| dc.date.issued | 1992 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57526 | |
| dc.description.abstract | 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 by exploiting properties of the inverse autocovariance sequence. © 1992 IEEE | en |
| dc.source | IEEE Transactions on Information Theory | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0026868481&doi=10.1109%2f18.135663&partnerID=40&md5=9d46319c8651686c5868d876a7de67d2 | |
| dc.subject | Probability | en |
| dc.subject | Autocovariances | en |
| dc.subject | Autocovariance | en |
| dc.subject | inverse autocovariance | en |
| dc.subject | maximum entropy | en |
| dc.subject | moving average processes | en |
| dc.title | Moving Average Processes and Maximum Entropy | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1109/18.135663 | |
| dc.description.volume | 38 | |
| dc.description.issue | 3 | |
| dc.description.startingpage | 1174 | |
| dc.description.endingpage | 1177 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :9</p> | en |
| dc.source.abbreviation | IEEE Trans.Inf.Theory | en |
