Information-Theoretic Analysis of Serial Dependence and Cointegration
نویسندگان
چکیده
منابع مشابه
An information theoretic approach to statistical dependence: copula information
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum entropy distribution. The idea of marginal invariant ...
متن کاملInformation-theoretic analysis of information hiding
An information–theoretic analysis of information hiding is presented in this paper, forming the theoretical basis for design of information–hiding systems. Information hiding is an emerging research area which encompasses applications such as copyright protection for digital media, watermarking, fingerprinting, and steganography. In these applications, information is hidden within a host data s...
متن کاملInformation-theoretic analysis of watermarking
An information–theoretic analysis of watermarking is presented in this paper. We formulate watermarking as a communication problem with side information at the encoder and decoder and determine the hiding capacity, which upper–bounds the rates of reliable transmission and quantifies the fundamental tradeoff between three quantities: the achievable watermarking rates and the allowed distortion l...
متن کاملlangauge needs analysis of undergraduate business management and economics students
the aim of conducting this study was to investigate the foreign language learning needs of undergraduate economics students and business management students in faculties of social sciences of alzahra and azad naragh university. in the study, which was designed on the basis of a qualitative-quantitative basis using interviews and questionnaires, 146 female undergraduate business management as we...
15 صفحه اولa phonological contrastive analysis of kurdish and english
deposite the different criticisms on contrastive analysis it has been proved that the results of it(when processed)can be usuful in a tefl environment,specially at the level of phonology.this study is an attempt to compare and contrast the sound systems of kurdish and english for pedagogical aims. the consonants,vowels,stress and intonation of the twolanguages are described by the same model-ta...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 1998
ISSN: 1558-3708
DOI: 10.2202/1558-3708.1044