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Entropy maximization principle and selection of the order of an autoregressive Gaussian process

  • Ryoichi Shimizu
Article

Keywords

Autoregressive Model Canonical Correlation Analysis Joint Probability Density Function Entropy Maximization Principle Predictive Density 

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References

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1978

Authors and Affiliations

  • Ryoichi Shimizu

There are no affiliations available

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