Symbolic shadowing and the computation of entropy for observed time series
Year of publication: |
2010
|
---|---|
Authors: | Mendes, Diana A. ; Mendes, Vivaldo M. ; Feirreira, Nuno ; Menezes, Rui |
Published in: |
Econophysics approaches to large-scale business data and financial crisis : proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7. - Tokyo [u.a.] : Springer Tokyo, ISBN 978-4-431-53852-3. - 2010, p. 227-246
|
Subject: | Zeitreihenanalyse | Time series analysis | Entropie | Entropy | Schätztheorie | Estimation theory |
-
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée, (2018)
-
Visibility graph combined with information theory: an estimator of stock market efficiency
Gonçalves, Bruna Amin, (2017)
-
An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao, (2017)
- More ...
-
Bounded rational expectations and the stability of interest rate policy
Gomes, Orlando, (2008)
-
Controlling Endogenous Cycles in an OLG Economy by the OGY Method
Mendes, Vivaldo M., (2007)
-
Complex Dynamics in Simple Cournot Duopoly Games
Mendes, Diana A., (2008)
- More ...