A two-stage maximum entropy approach for time series regression
Author:
Affiliation:
1. Center for Research & Development in Mathematics and Applications, Department of Mathematics, University of Aveiro, Aveiro, Portugal
Funder
The Center for Research and Development in Mathematics and Applications
Portuguese Foundation for Science and Technology
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2022.2057540
Reference18 articles.
1. Comparative statics of the generalized maximum entropy estimator of the general linear model
2. Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation
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