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The width of a spectral window

Published online by Cambridge University Press:  14 July 2016

E. J. Hannan  and
J. Rissanen
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Abstract

A method is derived for choosing the width of a spectral window in spectrum estimation. The method is based upon the idea of minimising complexity, i.e. the length, in bits, of a code for the data.

Keywords

SPECTRUMBANDWIDTHSTOCHASTIC COMPLEXITYCONJUGATE PRIOR
Type
Part 7 - Stationary Processes and Time Series
Information
Journal of Applied Probability , Volume 25 , Issue A , 1988 , pp. 301 - 307
Copyright
Copyright © Applied Probability Trust 1988 

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