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On Computing Jeffrey’s Divergence Between Time-Varying Autoregressive Models

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https://hal.archives-ouvertes.fr/hal-01287370
Contributor : Eric Grivel <>
Submitted on : Saturday, March 12, 2016 - 10:08:52 PM
Last modification on : Thursday, January 11, 2018 - 6:21:09 AM

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  • HAL Id : hal-01287370, version 1

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Clément Magnant, Audrey Giremus, Eric Grivel. On Computing Jeffrey’s Divergence Between Time-Varying Autoregressive Models. IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2015, 22 (7), pp. 915-919. ⟨hal-01287370⟩

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