Measuring statistical dependences in a time series

DOI10.1007/BF01054341zbMath1102.62340MaRDI QIDQ2499948

Bernd Pompe

Publication date: 23 August 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

contingency; mutual information; time series analysis; chaotic map; quadratic map; Entropy

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

60G18: Self-similar stochastic processes

37M10: Time series analysis of dynamical systems

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