White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane

DOI10.1111/insr.12487OpenAlexW4213377117MaRDI QIDQ6067587

Unnamed Author, Unnamed Author, Unnamed Author, Alejandro C. Frery, Osvaldo A. Rosso, Heitor S. Ramos

Publication date: 14 December 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12487

zbMATH Keywords

time seriesinformation theoryrandom number generatorsordinal patternsBandt-Pompe approachentropy-complexity plane

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Symbolic dynamics (37B10)

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