Conditional and marginal mutual information in Gaussian and hyperbolic decay time series (Q2830684)
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scientific article; zbMATH DE number 6645481
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| English | Conditional and marginal mutual information in Gaussian and hyperbolic decay time series |
scientific article; zbMATH DE number 6645481 |
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28 October 2016
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hyperbolic decay
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long memory
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mutual information
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entropy
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relative entropy
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predictability
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Conditional and marginal mutual information in Gaussian and hyperbolic decay time series (English)
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0.7671644687652588
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0.7627869248390198
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0.7438954710960388
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0.7417664527893066
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0.7292096018791199
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