On the Kullback-Leibler information divergence of locally stationary processes (Q1915850): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1972684380 / rank | |||
Normal rank |
Revision as of 19:16, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Kullback-Leibler information divergence of locally stationary processes |
scientific article |
Statements
On the Kullback-Leibler information divergence of locally stationary processes (English)
0 references
1 July 1996
0 references
locally stationary processes
0 references
evolutionary spectra
0 references
Kullback-Leibler divergence
0 references
time varying autoregressions
0 references