On the entropy production of time series with unidirectional linearity
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Publication:963315
DOI10.1007/s10955-009-9897-8zbMath1375.62026arXiv0908.1861MaRDI QIDQ963315
Publication date: 19 April 2010
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1861
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62B10: Statistical aspects of information-theoretic topics
Cites Work
- Time series: theory and methods.
- Time-reversal and entropy
- On the definition of entropy production, via examples
- The Direction of Time
- Causal Inference Using the Algorithmic Markov Condition
- Gibbs vs Boltzmann Entropies
- Testing the irreversibility of a Gibbsian process via hitting and return times
- Analyse générale des liaisons stochastiques: etude particulière de l'analyse factorielle linéaire
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