Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Permutation entropy of fractional Brownian motion and fractional Gaussian noise

7 references·2 citing·31 second hop

FromToDepth

this work references cited by second hop

References

1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
1996Statistics for Long-Memory Processes.2,686 cited
1996Statistics for Long-Memory Processes.1,480 cited
2004Detecting dynamical changes in time series using the permutation entropy545 cited
1987Tests for Hurst Effect544 cited
1994Simulation of Stationary Gaussian Processes in [0, 1]d394 cited
2005Ordinal analysis of time series128 cited

Cited by

2010Commodity predictability analysis with a permutation information theory approach89 cited
2019Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications55 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work