Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions

DOI10.1016/J.CHAOS.2022.112268zbMATH Open1504.94078OpenAlexW4281870456MaRDI QIDQ2113076FDOQ2113076

Authors: Javier E. Contreras-Reyes 

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112268

zbMATH Keywords

characteristic functionimpulse response functiondifferential entropyVARFIMA processesRényi entropyRényi divergence

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Detection theory in information and communication theory (94A13)

Cites Work

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Cited In (8)

• Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
• New cyclic Jensen type bounds via weighted HH inequalities and Montgomery identity with application to information inequalities
• Information quantity evaluation of nonlinear time series processes and applications
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
• Jensen-autocorrelation function for weakly stationary processes and applications
• Generalized cyclic Jensen and information inequalities
• Fractional cumulative residual inaccuracy information measure and its extensions with application to chaotic maps
• Information quantity evaluation of multivariate SETAR processes of order one and applications

Uses Software

• R

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