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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Materias: | |
| 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 |