Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
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Publication:2113076
DOI10.1016/J.CHAOS.2022.112268zbMath1504.94078OpenAlexW4281870456MaRDI QIDQ2113076
Publication date: 12 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112268
characteristic functiondifferential entropyimpulse response functionRényi divergenceRényi entropyVARFIMA processes
Detection theory in information and communication theory (94A13) Measures of information, entropy (94A17)
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