Browsing by Subject "Ergodics"

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    • Conference Object  

      A general formula for compound channel capacity 

      Loyka, S.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2015)
      A general formula for the capacity of arbitrary compound channels, which are not necessarily ergodic, stationary or information-stable, is obtained using the information density approach. A direct (constructive) proof is ...
    • Article  

      Nonlinear Poisson autoregression 

      Fokianos, Konstantinos; Tjøstheim, D. (2012)
      We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses ...