Monotonicity of the Trace–Inverse of Covariance Submatrices and Two-Sided Prediction

DOI10.1109/TIT.2021.3131912zbMath1497.94037arXiv2011.10810OpenAlexW3214889064MaRDI QIDQ5088420

Ram Zamir, Arie Yeredor, Anatoly Khina

Publication date: 13 July 2022

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

Full work available at URL: https://arxiv.org/abs/2011.10810

zbMATH Keywords

non-stationary processesmemory strength of stationary process

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

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