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Information quantity evaluation of multivariate SETAR processes of order one and applications - MaRDI portal

Information quantity evaluation of multivariate SETAR processes of order one and applications (Q6579388)

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scientific article; zbMATH DE number 7887493
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English
Information quantity evaluation of multivariate SETAR processes of order one and applications
scientific article; zbMATH DE number 7887493

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    Information quantity evaluation of multivariate SETAR processes of order one and applications (English)
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    25 July 2024
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    MSETAR processes
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    stationary marginal distribution
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    differential entropy
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    Kullback-Leibler divergence
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    unified skew-normal distribution
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