Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559)

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scientific article; zbMATH DE number 6528959
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Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
scientific article; zbMATH DE number 6528959

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    Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (English)
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    12 January 2016
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    time series
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    ordinal pattern
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    estimation
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    permutation entropy
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    Hurst parameter
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