Information quantity evaluation of nonlinear time series processes and applications
From MaRDI portal
Publication:2683574
DOI10.1016/J.PHYSD.2022.133620OpenAlexW4312052222MaRDI QIDQ2683574
Publication date: 14 February 2023
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2022.133620
Kullback-Leibler divergencedifferential entropynonlinear time series analysisSETAR processesstationary marginal density
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
- On the applications of divergence type measures in testing statistical hypotheses
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
- Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors
- Nested sub-sample search algorithm for estimation of threshold models
- A threshold AR(1) model
- On threshold moving-average models
- ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- On a measure of lack of fit in time series models
- A Dependence Metric for Possibly Nonlinear Processes
- The Stationary Marginal Distribution of a Threshold AR(1) Process
- Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions
- Nonlinear Time Series Analysis
- The marginal distribution function of threshold-type processes with central symmetric innovations
- On the modified skew-normal-Cauchy distribution: properties, inference and applications
- The Marginal Density of a TMA(1) Process
- Elements of Information Theory
This page was built for publication: Information quantity evaluation of nonlinear time series processes and applications
