Studies of information quantities and information geometry of higher order cumulant spaces

DOI10.1016/J.STAMET.2009.12.003zbMATH Open1230.62005OpenAlexW2043633672MaRDI QIDQ716255FDOQ716255

Authors: Masayuki Kumon 

Publication date: 27 April 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.12.003

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zbMATH Keywords

entropymutual informationdivergenceinformation geometryRiemannian metricaffine connectionscumulant spectra[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Wiener-It%EF%BF%BD%EF%BF%BD+expansion&go=Go Wiener-It�� expansion]

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Local Riemannian geometry (53B20) System identification (93B30)

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Cited In (3)

• Conformal geometry of sequential test in multidimensional curved exponential family
• Cumulative measures of information and stochastic orders
• Conformal geometry of statistical manifold with application to sequential estimation

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