SMEAL WIKI

Forecasting Using Relative Entropy

John C. Robertson, Ellis W. Tallman, Charles H. Whiteman
Year2005
VenueJournal of money credit and banking
Typearticle
Citations155
DOI10.1353/mcb.2005.0034
OpenAlexW3123868182

Topics

Forecasting Techniques and ApplicationsKullback–Leibler divergenceEconometricsEntropy (arrow of time)MathematicsPrinciple of maximum entropy