A parametric, information-theory model for predictions in time series

DOI10.1016/j.physa.2014.02.055zbMath1395.62277OpenAlexW1991834245MaRDI QIDQ1782799

G. Richomme

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.02.055

zbMATH Keywords

time seriesinformation theoryparametric inference

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

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Cites Work

• Unnamed Item
• Information Theory and Statistical Mechanics
• Solution to boundary value problems using the method of maximum entropy

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