Characterization of autoregressive processes using entropic quantifiers
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DOI: 10.1016/j.physa.2017.07.025
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- Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Tabak, Benjamin M., 2021. "Insights from the (in)efficiency of Chinese sectoral indices during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
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Keywords
Permutation entropy; Time series analysis;Statistics
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