Work

Mutual information: a measure of dependency for nonlinear time series

Year: 2004

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2004.06.144

Authors: Andreia Dionisio, Rui Menezes, Diana A. Mendes

Institutions: University of Évora, Iscte – Instituto Universitário de Lisboa

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2073190199

FWCI: 3.065

Cites: 25

Cited by: 225

Related to: 10