Measuring Statistical Asymmetries of Stochastic Processes: Study of the Autoregressive Process

We use the definition of statistical symmetry as the invariance of a probability distribution under a given transformation and apply the concept to the underlying probability distribution of stochastic processes. To measure the degree of statistical asymmetry, we take the Kullback–Leibler divergence...

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Detalles Bibliográficos
Autores principales: Yamashita Rios de Sousa, Arthur Matsuo, Takayasu, Hideki, Takayasu, Misako
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513030/
https://www.ncbi.nlm.nih.gov/pubmed/33265601
http://dx.doi.org/10.3390/e20070511

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513030/
https://www.ncbi.nlm.nih.gov/pubmed/33265601
http://dx.doi.org/10.3390/e20070511

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