Autocorrelation versus entropy-based autoinformation for measuring dependence in random signal

Physica A: Statistical Mechanics and its Applications

Volumn 380, Issue 1-2, 2007, Pages 1-18

  Chapeau Blondeau, François ^a  

^a UNIVERSITÉ D'ANGERS   (France)

Author keywords

Correlation; Long range dependence; Mutual information; Random signal analysis

Indexed keywords

ASYMPTOTIC ANALYSIS; FUNCTION EVALUATION; INFORMATION ANALYSIS; MATHEMATICAL MODELS; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION;

LONG-RANGE DEPENDENCE; MUTUAL INFORMATION; RANDOM SIGNAL ANALYSIS;

CORRELATION METHODS;

EID: 34247866574     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.077     Document Type: Article

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