𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Mutual information: a measure of dependency for nonlinear time series

✍ Scribed by Andreia Dionisio; Rui Menezes; Diana A. Mendes


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
170 KB
Volume
344
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On a class of nonlinear time series mode
✍ Lee, Sauchi Stephen πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 789 KB

A class of nonlinear time series models are developed based on the Ricker biological population abundance model. These models are useful in providing some description to aid understanding of the complex underlying population dynamics. They are proved to have some desirable probabilistic and statisti

A generalization of Whittle's formula fo
✍ AndrΓ© Klein πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 105 KB

In a pioneering paper Whittle developed a formula for expressing Fisher's information matrix of multivariate time series models (cf. P. Whittle, J. Royal Statist Soc. B 15 (1953) 125-139). It is described as a function of the spectral density of the time series process. The existing relationship is