Using permutations to detect dependence between time series

Physica D: Nonlinear Phenomena

Volumn 240, Issue 14-15, 2011, Pages 1199-1204

  Cnovas, Jose S ^a   Guillamn, Antonio ^a   Ruz, Mara Del Carmen ^a  

^a TECHNICAL UNIVERSITY OF CARTAGENA   (Spain)

Author keywords

Entropy; Independence; Permutations; Product formula; Time series

Indexed keywords

ENTROPY; PHYSICS;

EXACT TESTS; EXCHANGE RATES; INDEPENDENCE; INDEPENDENCE TESTS; LIKELIHOOD RATIOS; NONLINEAR DEPENDENCE; PERMUTATIONS; PRODUCT FORMULA;

TIME SERIES;

EID: 79958003229     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2011.04.010     Document Type: Article

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