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Conditional and marginal mutual information in Gaussian and hyperbolic decay time series - MaRDI portal

Conditional and marginal mutual information in Gaussian and hyperbolic decay time series (Q2830684)

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scientific article; zbMATH DE number 6645481
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Conditional and marginal mutual information in Gaussian and hyperbolic decay time series
scientific article; zbMATH DE number 6645481

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    28 October 2016
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    hyperbolic decay
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    long memory
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    mutual information
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    entropy
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    relative entropy
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    predictability
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    Conditional and marginal mutual information in Gaussian and hyperbolic decay time series (English)
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