# HG changeset patch # User peterf # Date 1331963429 0 # Node ID 3fa185431bbcfa8817dfe84a860a4709edc40c06 # Parent a8df4a4abe89e3e2813d473bc1e7ca81ccb3dd02 Ref diff -r a8df4a4abe89 -r 3fa185431bbc draft.tex --- a/draft.tex Sat Mar 17 05:43:34 2012 +0000 +++ b/draft.tex Sat Mar 17 05:50:29 2012 +0000 @@ -778,7 +778,18 @@ We are currently working towards methods for the computation of predictive information rate in some restricted classes of Gaussian processes including finite-order - autoregressive models and processes with power-law spectra (fractionally integrated Gaussian noise). %(fBm continuous vs fiGn discrete time) + autoregressive models and processes with power-law spectra (fractionally integrated Gaussian noise). + +% %(fBm (continuous), fiGn discrete time) possible reference: +% @book{palma2007long, +% title={Long-memory time series: theory and methods}, +% author={Palma, W.}, +% volume={662}, +% year={2007}, +% publisher={Wiley-Blackwell} +% } + + % mention non-gaussian processes extension Similarly, the predictive information % rate may be computed using a Gaussian linear formulation CITE. In this view,