Véronique Deschodt-Arsac

Asymptotic Kullback-Leibler Increment to Characterize Experiment-induced Stress

In this paper, we first propose to analyze the properties of the Kullback-Leibler divergence between wide-sense stationary random processes that can be modeled by ARMA or ARFIMA processes. This study makes it possible to introduce a new feature useful to compare two random processes and called "the…