On the Behaviour of Permutation Entropy on Fractional Brownian Motion in a Multivariate Setting.

Marisa Mohr Nils Finke Ralf Möller

Published in: APSIPA (2020)

Keyphrases

fractional brownian motion
long range
non stationary
long range dependence
fractal dimension
financial markets
random fields
mathematical model
stochastic differential equations
information retrieval
image processing
least squares
text categorization