PID: a PDF-induced distance based on permutation cross-distribution entropy (Q2296210)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PID: a PDF-induced distance based on permutation cross-distribution entropy |
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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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