Minmax Entropy Estimation of Models for Vector Processes

摘要: Publisher Summary This chapter introduces a criterion based on entropy, which is aimed at supplying the missing structure-dependent term. The problem, or any rate, what thought to be problem and suggests remedy in form of that very broad intuitively attractive principle. In all studies known, structure estimated separately from other parameters, contrast with approach taken chapter. discusses numerical computations required for performing minimization optimum estimations respect parameter vectors θ. These calculations are same as those maximum-likelihood method.