On the Information Time Scale of Geophysical Records in Maximum Entropy Spectral Analysis

The length of maximum entropy spectral analysis (MESA) filter M must be such that it contains all, and only, the physical information. A new original, conceptually simple criterion is suggested for estimating M on the basis of intrinsic memory time of the signal that is obtained from the autocovariances øt by means of the following quantity: \begin{equation*}\frac{\Sigma_t |\phi_t|}{\phi_0}.\end{equation*} This approach appears particularly suitable when it is applied to geophysical data set.