Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index
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Publication:6073783
DOI10.1007/s13540-023-00155-2zbMath1522.60045arXiv2301.13378OpenAlexW4367856933MaRDI QIDQ6073783
Sergiy Shklyar, Anatoliy Malyarenko, Kostiantyn Ralchenko, Yuliya S. Mishura
Publication date: 12 October 2023
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.13378
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Measures of information, entropy (94A17)
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