Mercurial > hg > cip2012
changeset 69:3fa185431bbc
Ref
| author | peterf |
|---|---|
| date | Sat, 17 Mar 2012 05:50:29 +0000 |
| parents | a8df4a4abe89 |
| children | 2cb06db0d271 |
| files | draft.tex |
| diffstat | 1 files changed, 12 insertions(+), 1 deletions(-) [+] |
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--- 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,