Prediction Variance and Information Worth of Observations in Time Series (Q2744943)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Prediction Variance and Information Worth of Observations in Time Series |
scientific article |
Statements
Prediction Variance and Information Worth of Observations in Time Series (English)
0 references
9 October 2001
0 references
ARMA models
0 references
entropy
0 references
mutual information
0 references
Gaussian processes
0 references
non-Gaussian processes
0 references