A non-parametric test for independence based on symbolic dynamics
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- Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
- Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
- Azarnoosh, Mahdi & Motie Nasrabadi, Ali & Mohammadi, Mohammad Reza & Firoozabadi, Mohammad, 2011. "Investigation of mental fatigue through EEG signal processing based on nonlinear analysis: Symbolic dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 44(12), pages 1054-1062.
- Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2009. "Forbidden patterns, permutation entropy and stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(14), pages 2854-2864.
- Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
- Elsinger, Helmut, 2013. "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 838-840.
- Rey, Andrea & Frery, Alejandro C. & Gambini, Juliana & Lucini, Magdalena, 2024. "Asymptotic distribution of entropies and Fisher information measure of ordinal patterns with applications," Chaos, Solitons & Fractals, Elsevier, vol. 188(C).
- Andrey Shternshis & Piero Mazzarisi, 2024. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 215-258, June.
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