On the Entropy of Fractionally Integrated Gauss–Markov Processes
This paper is devoted to the estimation of the entropy of the dynamical system <inline-formula><math display="inline"><semantics><mrow><mo>{</mo><msub><mi>X</mi><mi>α</mi></msub><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow><mo>,</mo><mi>t</mi><mo>≥</mo><mn>0</mn><mo>}</mo></mrow></semantics></math></i...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI AG
2020-11-01
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| Cyfres: | Mathematics |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.mdpi.com/2227-7390/8/11/2031 |
| Tagiau: |
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