Nonstationarity measure of data streams

zbMATH Open1236.62001MaRDI QIDQ3171220FDOQ3171220

Authors: Yiming Ding, Wentao Fan, Qiuheng Tan, Kekun Wu, Yongjie Zou 

Publication date: 29 September 2011

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zbMATH Keywords

model selectiondata analysisShannon entropystable sets

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Cited In (2)

• Nonstationarity of stock returns
• Title not available (Why is that?)

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