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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    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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