Permutation entropy and its variants for measuring temporal dependence (Q6075175)

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scientific article; zbMATH DE number 7752735
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Permutation entropy and its variants for measuring temporal dependence
scientific article; zbMATH DE number 7752735

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    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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