Abstract
A maximum-entropy criterion (MAXENT), involving the q-entropy proposed by Tsallis, is applied to estimate the power spectrum of a real time series of finite length T under the assumption that the autocovariance is known for m+1 lags, where m< T (Burg problem). For a given input, the spectrum we find for an arbitrary value of q is equal to that of q=1 (standard MAXENT) and it corresponds to an autoregressive model (AR).
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