Information quantity evaluation of multivariate SETAR processes of order one and applications (Q6579388)
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scientific article; zbMATH DE number 7887493
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| English | Information quantity evaluation of multivariate SETAR processes of order one and applications |
scientific article; zbMATH DE number 7887493 |
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Information quantity evaluation of multivariate SETAR processes of order one and applications (English)
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25 July 2024
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MSETAR processes
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stationary marginal distribution
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differential entropy
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Kullback-Leibler divergence
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unified skew-normal distribution
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