Information quantity evaluation of nonlinear time series processes and applications

DOI10.1016/j.physd.2022.133620OpenAlexW4312052222MaRDI QIDQ2683574

Javier E. Contreras-Reyes

Publication date: 14 February 2023

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2022.133620

zbMATH Keywords

Kullback-Leibler divergencedifferential entropynonlinear time series analysisSETAR processesstationary marginal density

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Fisher information and its extensions based on infinite mixture density functions

Uses Software

• R

Cites Work

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