Pages that link to "Item:Q2276166"
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The following pages link to Using permutations to detect dependence between time series (Q2276166):
Displaying 14 items.
- A non-parametric independence test using permutation entropy (Q292144) (← links)
- Permutation entropy and its main biomedical and econophysics applications: a review (Q406147) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
- Application of joint permutations for predicting coupled time series (Q2787880) (← links)
- On Detecting the Dependence of Time Series (Q2884890) (← links)
- A symbolic test for testing independence between time series (Q3077678) (← links)
- Reciprocal characterization from multivariate time series to multilayer complex networks (Q5218169) (← links)
- TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS (Q5474261) (← links)
- Permutation entropy and its variants for measuring temporal dependence (Q6075175) (← links)
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022) (Q6550716) (← links)
- Sign patterns symbolization and its use in improved dependence test for complex network inference (Q6550746) (← links)
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis (Q6565134) (← links)
- Multiscale two-dimensional permutation entropy to analyze encrypted images (Q6571791) (← links)
