Properties of the Cross Entropy between ARMA Processes - Archive ouverte HAL
Communication Dans Un Congrès Année : 2019

Properties of the Cross Entropy between ARMA Processes

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hal-02111125 , version 1 (25-04-2019)

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  • HAL Id : hal-02111125 , version 1

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Eric Grivel. Properties of the Cross Entropy between ARMA Processes. GSI 2019, Aug 2019, Toulouse, France. ⟨hal-02111125⟩
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