Conditional and Marginal Mutual Information in Gaussian and Hyperbolic Decay Time Series (Q2830684)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Conditional and Marginal Mutual Information in Gaussian and Hyperbolic Decay Time Series |
scientific article |
Statements
Conditional and Marginal Mutual Information in Gaussian and Hyperbolic Decay Time Series (English)
0 references
28 October 2016
0 references
hyperbolic decay
0 references
long memory
0 references
mutual information
0 references
entropy
0 references
relative entropy
0 references
predictability
0 references
0 references
0 references