A Note on Rate-Distortion Functions for Nonstationary Gaussian Autoregressive Processes

DOI10.1109/TIT.2007.915713zbMath1311.94045arXivcs/0702150OpenAlexW1978432233MaRDI QIDQ3604568

Takeshi Hashimoto, Robert M. Gray

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cs/0702150

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Coding theorems (Shannon theory) (94A24) Source coding (94A29)

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