Estimating the entropy of binary time series: methodology, some theory and a simulation study

DOI10.3390/ENTROPY-E10020071zbMath1179.94045arXiv0802.4363OpenAlexW3102114848MaRDI QIDQ845354

Ioannis Kontoyiannis, Yun Gao, Elie Bienenstock

Publication date: 29 January 2010

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.4363

zbMATH Keywords

simulationspike trainsentropy estimationcontext-tree-weightingLempel-Ziv coding

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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