In this paper, we focus on extended informational measures based on a convex function ϕ: entropies, extended Fisher information, and generalized moments. Both the generalization …
V Girardin - Journal of Time Series Analysis, 2007 - Wiley Online Library
We determine the form of spectral densities of multidimensional scalar processes which minimize a relative entropy under a finite number of general moment‐type constraints. The …
V Girardin - … Inference and Maximum Entropy Methods in …, 2001 - ui.adsabs.harvard.edu
We consider zero mean weakly stationary multidimensional scalar time series. We determine the form of the spectral density which minimizes a relative entropy under …
Nous nous intéressons ici au problème de lois d'entropie maximum, sous contraintes de moments. Contrairement au problème usuel de recherche de maximisante d'une entropie …