Permuted Sample Entropy

DOI10.1080/03610918.2010.503015zbMath1205.62002OpenAlexW2038105283MaRDI QIDQ3072384

Pascal Madeleine, Afshin Samani

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

entropyregularityMonte Carlo simulationrandom effect modelsample entropy

Mathematics Subject Classification ID

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

Cites Work

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

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