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
    0 references
    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

    Identifiers