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Missing ordinal patterns in correlated noises
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Missing ordinal patterns in correlated noises (2010)Missing ordinal patterns in correlated no…Causality and the entropy–complexity plane: Robustness and missing ordinal patterns (2011)Causality and the entropy–com…Forbidden patterns, permutation entropy and stock market inefficiency (2009)Forbidden patterns, permutati…Stochastic Calculus for Fractional Brownian Motion and Applications (2008)Stochastic Calculus for Fract…Permutation entropy of fractional Brownian motion and fractional Gaussian noise (2008)Permutation entropy of fracti…Forbidden patterns in financial time series (2008)Forbidden patterns in financi…Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach (2007)Extracting features of Gaussi…Ordinal analysis of time series (2005)Ordinal analysis of time seri…Tests for Hurst Effect (1987)Tests for Hurst EffectFractional Brownian Motions, Fractional Noises and Applications (1968)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (1991)Statistical Methods for Data with Long-Range Dependence (1992)Efficient Tests of Nonstationary Hypotheses (1994)Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Processes. (1996)Commodity predictability analysis with a permutation information theory approach (2010)Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations (2015)Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications (2019)Théorie de la spéculation (1900)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Chaos, randomness and multi-fractality in Bitcoin market (2017)Finite correlation dimension for stochastic systems with power-law spectra (1989)Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010)Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers (2011)Permutation entropy and statistical complexity quantifier of nonstationarity effect in the vertical velocity records (2014)Characterizing time series via complexity-entropy curves (2017)Book Review: Time Series Analysis: Forecasting and Control (1977)Forecasting and time series analysis (1977)A Theory of the Term Structure of Interest Rates (1985)Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series (2019)Wavelet entropy of stochastic processes (2007)Complexity analysis of the turbulent environmental fluid flow time series (2013)Improved Permutation Entropy for Measuring Complexity of Time Series under Noisy Condition (2019)Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem (2007)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)A note on the use of fractional Brownian motion for financial modeling (2012)
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References

  • 2008Stochastic Calculus for Fractional Brownian Motion and Applications1,065 cited
  • 1987Tests for Hurst Effect544 cited
  • 2009Forbidden patterns, permutation entropy and stock market inefficiency249 cited
  • 2005Ordinal analysis of time series128 cited
  • 2008Permutation entropy of fractional Brownian motion and fractional Gaussian noise102 cited
  • 2011Causality and the entropy–complexity plane: Robustness and missing ordinal patterns91 cited
  • 2008Forbidden patterns in financial time series83 cited
  • 2007Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach76 cited

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