<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes"^^ . "A class of processes with a time varying spectral representationis introduced. A time varying spectral density is defined and a uniquenessproperty of this spectral density is established. As an example we study timevarying autoregressions. Several results on the asymptotic norm - andtrace behaviour of covariance matrices of such processes are derived. Asa consequence we prove a Kolmogorov formula for the local prediction error and calculate the asymptotic Kullback Leibler information divergence."^^ . "1996" . . . "62" . "1" . . "Elsevier"^^ . . . "Stochastic processes and their applications"^^ . . . "03044149" . . . . . "Rainer"^^ . "Dahlhaus"^^ . "Rainer Dahlhaus"^^ . . . . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (PDF)"^^ . . . "beitrag.27.pdf"^^ . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (Other)"^^ . . . . . . "preview.jpg"^^ . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (Other)"^^ . . . . . . "medium.jpg"^^ . . . "On the Kullback-Leibler Information Divergence of LocallyStationary Processes (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #20931 \n\nOn the Kullback-Leibler Information Divergence of LocallyStationary Processes\n\n" . "text/html" . . . "510 Mathematik"@de . "510 Mathematics"@en . .