Rényi Divergence to Compare Moving-Average Processes

Fernando Merchan, Eric Grivel, Roberto Diversi. Rényi Divergence to Compare Moving-Average Processes. In 2018 IEEE Statistical Signal Processing Workshop, SSP 2018, Freiburg im Breisgau, Germany, June 10-13, 2018. pages 149-153, IEEE, 2018. [doi]

Authors

Fernando Merchan

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Eric Grivel

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Roberto Diversi

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