Chernoff, Bhattacharyya, Rényi and Sharma-Mittal divergence analysis for Gaussian stationary ARMA processes

DOI10.1007/978-3-030-80209-7_53OpenAlexW3170514773MaRDI QIDQ2117889FDOQ2117889

Authors: Eric Grivel 

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_53

zbMATH Keywords

ARMA processesdivergence rateBhattacharyya divergenceChernoff divergenceSharma-Mittal divergenceRényi divergence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Weighted closed form expressions based on escort distributions for Rényi entropy rates of Markov chains

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