An informatic approach to a long memory stationary process

DOI10.1007/S10473-023-0619-0MaRDI QIDQ6068780

Yiming Ding, Xu-yan Xiang, Liang Wu

Publication date: 13 November 2023

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

long memorystationary processfractional Gaussian noiseexcess entropymutual information between past and future

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Measures of information, entropy (94A17)

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