DOI: 10.2298/fil2313443k ISSN: 0354-5180

Cumulative residual fisher information of a general k-th order autoregressive process

Omid Kharazmi, Narayanaswamy Balakrishnan
  • General Mathematics

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.

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