The asymptotic distribution of the permutation entropy

DOI10.1063/5.0171508MaRDI QIDQ6553191zbMATH OpenFDO

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

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

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