Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076)
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scientific article; zbMATH DE number 7641463
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| English | Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions |
scientific article; zbMATH DE number 7641463 |
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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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