Assessing the dependence structure of the components of hybrid time series processes using mutual information
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Publication:904299
DOI10.1007/s13571-015-0099-xzbMath1329.62378OpenAlexW1681398360MaRDI QIDQ904299
Publication date: 13 January 2016
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-015-0099-x
mutual informationpoint processesinformation theorynonparametric estimationneurosciencehybrid time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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