Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076)

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Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
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    Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (English)
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    12 January 2023
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    VARFIMA processes
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    characteristic function
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    impulse response function
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    differential entropy
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    Rényi entropy
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    Rényi divergence
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