Pages that link to "Item:Q2122934"
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The following pages link to Permutation transition entropy: measuring the dynamical complexity of financial time series (Q2122934):
Displaying 3 items.
- Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
- Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks (Q6045253) (← links)
- A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis (Q6199718) (← links)
