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

DOI10.1111/INSR.12487MaRDI QIDQ6067587zbMATH OpenOpenAlexFDO

Authors Osvaldo A. Rosso, Heitor S. Ramos, Alejandro C. Frery

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

Bandt-Pompe approachentropy-complexity planeinformation theoryordinal patternsrandom number generatorstime series

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(4)

• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
• The asymptotic distribution of the permutation entropy
• Statistical properties of the entropy from ordinal patterns
• The joint asymptotic distribution of entropy and complexity

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