On the Kullback-Leibler information divergence of locally stationary processes (Q1915850): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Kullback-Leibler information divergence of locally stationary processes |
scientific article |
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On the Kullback-Leibler information divergence of locally stationary processes (English)
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1 July 1996
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locally stationary processes
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evolutionary spectra
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Kullback-Leibler divergence
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time varying autoregressions
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