• DocumentCode
    1162268
  • Title

    Moving average processes and maximum entropy

  • Author

    Politis, Dimitris Nicolas

  • Author_Institution
    Dept. of Stat., Purdue Univ., West Lafayette, IN, USA
  • Volume
    38
  • Issue
    3
  • fYear
    1992
  • fDate
    5/1/1992 12:00:00 AM
  • Firstpage
    1174
  • Lastpage
    1177
  • 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
  • Keywords
    correlation theory; entropy; information theory; parameter estimation; spectral analysis; stochastic processes; autocorrelation; autocovariances; inverse autocovariance sequence; maximum entropy; moving average processes; spectral estimation; stochastic process; Autocorrelation; Decoding; Encoding; Entropy; Gaussian processes; Laplace equations; Lattices; Speech; Stochastic processes; Vector quantization;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.135663
  • Filename
    135663
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1162268