• Title of article

    Multivariate Maximum Entropy Spectrum

  • Author/Authors

    Choi، نويسنده , , B.S.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1993
  • Pages
    5
  • From page
    56
  • To page
    60
  • Abstract
    Burg′s maximum entropy spectrum given the first p + 1 autocovariances is the spectrum of an autoregressive process of order p. The purpose of this paper is to present a multivariate version of Burg′s spectrum.
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1993
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557001

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557001