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

omid kharazmi, Narayanaswamy Balakrishnan


In this work, we consider cumulative residual Fisher information and Bayescumulative 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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