Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
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Cites work
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Cited in
(13)- Rényi entropy for multivariate controlled autoregressive moving average systems
- Jensen-distance rate for stationary time series based on cross-spectral methods
- 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
- Preservation law involving information potential and Jensen-variance distance: application to stationary Gaussian processes
- New cyclic Jensen type estimations VIA weighted Hadamard inequalities under the effect of Fink's identity
- Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
- Generalized cyclic Jensen and information inequalities
- Jensen-autocorrelation function for weakly stationary processes and applications
- 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
- New Hadamard-type estimations of cyclic Jensen functionals via Taylor's formula
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