Spectral expressions of information measures of Gaussian time series and their relation to AIC and CAT

DOI10.1109/18.9763zbMath0656.94004OpenAlexW2049947029MaRDI QIDQ3804599

Sueo Sugimoto, Teruyo Wada

Publication date: 1988

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.9763

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Related Items (2)

Disoominkfrcn between gaussian time series based on their spectral differences ⋮ Hellinger transform of Gaussian autoregressive processes

This page was built for publication: Spectral expressions of information measures of Gaussian time series and their relation to AIC and CAT