On the Kullback-Leibler information divergence of locally stationary processes
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1996
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| In: |
Stochastic processes and their applications
Year: 1996, Jahrgang: 62, Heft: 1, Pages: 139-168$z30 |
| ISSN: | 1879-209X |
| DOI: | 10.1016/0304-4149(95)00090-9 |
| Online-Zugang: | Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.1016/0304-4149(95)00090-9
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| Verfasserangaben: | R. Dahlhaus |
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On the Kullback-Leibler information divergence of locally stationary processes
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