Calculation of information flow rate from mutual information

DOI10.1088/0305-4470/21/6/016zbMath0648.94004OpenAlexW1975083465MaRDI QIDQ3794065

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Publication date: 1988

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/21/6/016

zbMATH Keywords

time seriescoupled system of one-dimensional mapsinformation flow ratesmutual information curves

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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