Symbolic shadowing and the computation of entropy for observed time series
Year of publication: |
2010
|
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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 |
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