PID: a PDF-induced distance based on permutation cross-distribution entropy (Q2296210)
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scientific article; zbMATH DE number 7168466
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| English | PID: a PDF-induced distance based on permutation cross-distribution entropy |
scientific article; zbMATH DE number 7168466 |
Statements
PID: a PDF-induced distance based on permutation cross-distribution entropy (English)
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17 February 2020
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financial time series
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distribution entropy
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dissimilarity measure
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probability distribution function
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0.7231124639511108
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0.7216542363166809
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0.6906233429908752
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0.6887744069099426
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