Studies of information quantities and information geometry of higher order cumulant spaces

DOI10.1016/j.stamet.2009.12.003zbMath1230.62005OpenAlexW2043633672MaRDI QIDQ716255

Masayuki Kumon

Publication date: 27 April 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.12.003

zbMATH Keywords

entropyRiemannian metricmutual informationaffine connectionsdivergenceinformation geometrycumulant spectraWiener-Itô expansion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Statistical aspects of information-theoretic topics (62B10) Local Riemannian geometry (53B20)

Related Items (2)

Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Conformal Geometry of Statistical Manifold with Application to Sequential Estimation

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