Maximum Entropy, Time Series and Statistical Inference
نویسنده
چکیده
A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified version of the method is then proposed and applied to an example in order to demonstrate its use with a given time series.
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تاریخ انتشار 2008