Permutation entropy and its variants for measuring temporal dependence (Q6075175): Difference between revisions
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scientific article; zbMATH DE number 7752735
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English | Permutation entropy and its variants for measuring temporal dependence |
scientific article; zbMATH DE number 7752735 |
Statements
Permutation entropy and its variants for measuring temporal dependence (English)
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20 October 2023
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discretisation
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EUR/USD exchange rate
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financial time series analysis
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high-frequency return
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non-stationarity
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ordinal pattern
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