Title of article
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes
Author/Authors
Glaysar Castro، نويسنده , , Valerie Girardin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2002
Pages
16
From page
37
To page
52
Keywords
Maximumentropy , Re5ection coe6cients , Multivariate stationary processes , Periodically correlated processes , Nonstationary processes , Auto-regressive processes
Journal title
Statistics and Probability Letters
Serial Year
2002
Journal title
Statistics and Probability Letters
Record number
139900
Link To Document