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Cumulative residual fisher information of a...
Journal article

Cumulative residual fisher information of a general k-th order autoregressive process

Abstract

In this work, we consider cumulative residual Fisher information and Bayes-cumulative residual Fisher information for a general k-th order autoregressive and their corresponding stationary equilibrium distributions and develop some associated results. We establish several interesting connections between these measures and some known informational measures such as chi-square divergence, Gini?s mean difference, cumulative residual Kullback-Leibler, Jeffreys and Jensen-cumulative residual entropy divergences.

Authors

Kharazmi O; Balakrishnan N

Journal

Filomat, Vol. 37, No. 13, pp. 4443–4451

Publisher

National Library of Serbia

Publication Date

January 1, 2023

DOI

10.2298/fil2313443k

ISSN

0354-5180
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