Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559)
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scientific article; zbMATH DE number 6528959
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| English | Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments |
scientific article; zbMATH DE number 6528959 |
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Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (English)
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12 January 2016
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time series
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ordinal pattern
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estimation
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permutation entropy
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Hurst parameter
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0.769805908203125
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0.7462509274482727
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0.7129117250442505
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0.7110719084739685
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