Generalised Partial Autocorrelations and the Mutual Information Between Past and Future
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Publication:2956057
DOI10.1007/978-3-319-25826-3_14zbMath1354.60037OpenAlexW2142751817MaRDI QIDQ2956057
Tommaso Proietti, Alessandra Luati
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/86943458/rp15_24.pdf
Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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