Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes

Glaysar Castro، نويسنده , , Valerie Girardin، نويسنده ,

فصلنامه با شماره پیاپی سال 2002

16

37

52

Maximumentropy , Re5ection coe6cients , Multivariate stationary processes , Periodically correlated processes , Nonstationary processes , Auto-regressive processes

Statistics and Probability Letters

2002

Statistics and Probability Letters

139900