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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/11/2031 |