Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series

DOI10.1016/j.chaos.2020.110410zbMath1498.62190OpenAlexW3111324599MaRDI QIDQ2129409

Pengjian Shang, Meng Xu, Sheng Zhang

Publication date: 22 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110410

zbMATH Keywords

complexitymultiscalefinancial time seriesreliability analysisRényi cumulative residual distribution entropy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items

Complex-valued Rényi entropy

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