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Measuring Dispersion and Serial Dependence in Ordinal Time Series Based on the Cumulative Paired ϕ-Entropy
The family of cumulative paired [Formula: see text]-entropies offers a wide variety of ordinal dispersion measures, covering many well-known dispersion measures as a special case. After a comprehensive analysis of this family of entropies, we consider the corresponding sample versions and derive the...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774592/ https://www.ncbi.nlm.nih.gov/pubmed/35052068 http://dx.doi.org/10.3390/e24010042 |