Permutation entropy and its variants for measuring temporal dependence

DOI10.1111/anzs.12376zbMath1521.62149MaRDI QIDQ6075175

David H. Pitt, Han Lin Shang, Unnamed Author

Publication date: 20 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

discretisationnon-stationarityordinal patternfinancial time series analysisEUR/USD exchange ratehigh-frequency return

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
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