kth‐order Markov chain‐based approximation of the Shannon entropy of Gaussian photon‐counting processes

DOI10.1108/03684920410546701zbMath1062.62002OpenAlexW2066617838MaRDI QIDQ4669443

Bonawentura Kochel

Publication date: 15 April 2005

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03684920410546701

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Statistical aspects of information-theoretic topics (62B10)

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