ARMA models, prewhitening, and minimum cross entropy
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...
Publications
1 shownResearcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 5
- Institution
- Purdue University West Lafayette
External Links
Identifiers
- ORCID
- 0000-0002-0574-3685
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.