The asymptotic distribution of the permutation entropy

DOI10.1063/5.0171508MaRDI QIDQ6553191FDOQ6553191

Authors: Andrea Rey, Alejandro C. Frery, Juliana Gambini, María Magdalena Lucini 

Publication date: 11 June 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane
• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
• Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
• Statistical properties of the entropy from ordinal patterns

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