Pages that link to "Item:Q4319838"

The following pages link to USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838):

Displaying 29 items.

• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Identification of nonlinear VAR models using general conditional independence graphs (Q537482) (← links)
• A test of independence based on a generalized correlation function (Q612521) (← links)
• Singular spectrum analysis based on the perturbation theory (Q635237) (← links)
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
• Mutual information in the frequency domain (Q866650) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• Predicting daily exchange rate with singular spectrum analysis (Q974621) (← links)
• Redundancies in the Earth's climatological time series (Q998085) (← links)
• On a comparative study between dependence scales determined by linear and non-linear measures (Q1016254) (← links)
• Detection of non-linear structure in time series (Q1046240) (← links)
• Conditional independence graph for nonlinear time series and its application to international financial markets (Q1672948) (← links)
• Operational risk aggregation based on business line dependence: a mutual information approach (Q1726050) (← links)
• Information indices: Unification and applications. (Q1858923) (← links)
• Detecting conditional independence for modeling non-Gaussian time series (Q2131924) (← links)
• Entropy-based independence test (Q2432369) (← links)
• (Q2971502) (← links)
• MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (Q3098238) (← links)
• An investigation of lag identification tools for vector nonlinear time series (Q4550648) (← links)
• Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910) (← links)
• (Q5134544) (← links)
• Information measures of kernel estimation (Q5860908) (← links)
• Symbolic correlation integral (Q5860931) (← links)
• An efficient integrated nonparametric entropy estimator of serial dependence (Q5864646) (← links)
• A test for volatility spillover with application to exchange rates (Q5939173) (← links)
• A generalization of some classical time series tools (Q5941423) (← links)
• Multifractal analysis of DNA sequences using a novel chaos-game representation (Q5947838) (← links)