Geodesic
Cumulative residual Fisher information of a general k-th order autoregressive process
Filomat, Tome 37 (2023) no. 13, p. 4443

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DOI

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.
DOI : 10.2298/FIL2313443K
Classification : 94A15, 62B10
Keywords: Autoregressive AR(k) process, Cumulative residual Fisher information, Stationary equilibrium distribution, cumulative residual Kullback-Leibler divergence, Bayescumulative Fisher information 
Omid Kharazmi; Narayanaswamy Balakrishnan. Cumulative residual Fisher information of a general k-th order autoregressive process. Filomat, Tome 37 (2023) no. 13, p. 4443 . doi: 10.2298/FIL2313443K
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     author = {Omid Kharazmi and Narayanaswamy Balakrishnan},
     title = {Cumulative residual {Fisher} information of a general k-th order autoregressive process},
     journal = {Filomat},
     pages = {4443 },
     year = {2023},
     volume = {37},
     number = {13},
     doi = {10.2298/FIL2313443K},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2313443K/}
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