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

DOI10.1007/978-3-030-80209-7_53MaRDI QIDQ2117889zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• scientific article; zbMATH DE number 53542 (Why is no real title available?)
• Weighted closed form expressions based on escort distributions for Rényi entropy rates of Markov chains

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