scientific article; zbMATH DE number 5227807

MaRDI QIDQ5436799zbMATH OpenFDO

Authors Tryphon T. Georgiou

Publication date 17 January 2008

Full work available at URL https://arxiv.org/abs/math/0701181

zbMATH Keywords

von Neumann entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
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• Distances on spaces of high-dimensional linear stochastic processes: a survey

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