Chernoff, Bhattacharyya, Rényi and Sharma-Mittal divergence analysis for Gaussian stationary ARMA processes

DOI10.1007/978-3-030-80209-7_53OpenAlexW3170514773MaRDI QIDQ2117889

Eric Grivel

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_53

zbMATH Keywords

Rényi divergenceARMA processesdivergence rateBhattacharyya divergenceChernoff divergenceSharma-Mittal divergence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Weighted closed form expressions based on escort distributions for Rényi entropy rates of Markov chains

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