The modified permutation entropy-based independence test of time series

DOI10.1080/03610918.2018.1469761MaRDI QIDQ5087965zbMATH OpenOpenAlexFDO

Authors Emad Ashtari Nezhad, Y. Waghei, H. R. Nilli Sani, Hadi Alizadeh Noughabi, Gholam-Reza Mohtashami Borzadaran

Publication date 4 July 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2018.1469761

zbMATH Keywords

\(G(m)\) testindependence testm-dependent random variablespermutation entropysimulation study

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Nonparametric hypothesis testing (62G10)

Cites work

• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• A non-parametric independence test using permutation entropy
• A non-parametric test for independence based on symbolic dynamics
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 882706 (Why is no real title available?)
• Permutations and time series analysis
• Probability: a graduate course
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• The Rank Version of von Neumann's Ratio Test for Randomness

Cited in

(4)

• Complexities of information sources
• Sign patterns symbolization and its use in improved dependence test for complex network inference
• Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
• Utilizing symmetric Phi-divergence in serial independence testing

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