Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
type: Item
instance of: scholarly article
title: Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
zbMATH Open document ID: 1504.94078
author: Javier E. Contreras-Reyes
published in: Chaos, Solitons and Fractals
publication date: 2023-01-12T00:00:00Z
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 94A13
zbMATH DE Number: 7641463
zbMATH Keywords: VARFIMA processes
zbMATH Keywords: characteristic function
zbMATH Keywords: impulse response function
zbMATH Keywords: differential entropy
zbMATH Keywords: Rényi entropy
zbMATH Keywords: Rényi divergence
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.chaos.2022.112268
OpenAlex ID: W4281870456
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DOI: 10.1016/J.CHAOS.2022.112268
description: scientific article; zbMATH DE number 7641463