Entropy invariance for autoregressive processes constructed by linear filtering
DOI10.1080/00207160.2010.484101zbMath1210.94068OpenAlexW1980206944MaRDI QIDQ2995485
Georgiana Popovici, Monica E. Bad Dumitrescu
Publication date: 21 April 2011
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2010.484101
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) Measures of information, entropy (94A17)
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- The uniform autoregressive process of the second order (UAR(2))
- Stochastic Measurement Procedures Based on Stationary Time Series
- Estimation of the Entropy Functional from Dependent Samples
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
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