Permuted sample entropy

DOI10.1080/03610918.2010.503015MaRDI QIDQ3072384zbMATH OpenOpenAlexFDO

Authors Afshin Samani, Pascal Madeleine

Publication date 3 February 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.503015

zbMATH Keywords

entropyMonte Carlo simulationrandom effect modelregularitysample entropy

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• Approximate entropy as a measure of system complexity.
• Approximate entropy: Statistical properties and applications
• Measuring time series regularity using nonlinear similarity-based sample entropy

Cited in

(2)

• A fast algorithm for computing sample entropy
• Measuring time series regularity using nonlinear similarity-based sample entropy

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