13 citations to https://www.mathnet.ru/rus/tvp2744
  1. Andrey Shternshis, Piero Mazzarisi, “Variance of entropy for testing time-varying regimes with an application to meme stocks”, Decisions Econ Finan, 2024  crossref
  2. Б. И. Селиванов, “О выборочной оценке энтропии Реньи конечных вероятностных схем”, Дискрет. матем., 36:2 (2024), 117–123  mathnet  crossref
  3. Andrea Rey, Alejandro C. Frery, Juliana Gambini, Magdalena Lucini, “Asymptotic distribution of entropies and Fisher information measure of ordinal patterns with applications”, Chaos, Solitons & Fractals, 188 (2024), 115481  crossref
  4. Andrey Shternshis, Stefano Marmi, “Price predictability at ultra-high frequency: Entropy-based randomness test”, Communications in Nonlinear Science and Numerical Simulation, 2024, 108469  crossref
  5. М. П. Савелов, “Предельное совместное распределение статистик критериев приближенной $\phi$-энтропии”, Дискрет. матем., 35:3 (2023), 60–70  mathnet  crossref
  6. Xavier Brouty, Matthieu Garcin, “A statistical test of market efficiency based on information theory”, Quantitative Finance, 23:6 (2023), 1003  crossref
  7. Valérie Girardin, Philippe Regnault, “Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level”, Ann Inst Stat Math, 68:2 (2016), 439  crossref
  8. Колычев А.Ю., Юдин С.В., “Информационные методы в эконометрике”, Сборник научных трудов sworld по материалам международной научно-практической конференции, 24:2 (2012), 61–65  elib
  9. Philippe Regnault, “Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes”, Journal of Statistical Planning and Inference, 141:8 (2011), 2711  crossref
  10. Gabriela Ciuperca, Valerie Girardin, “Estimation of the Entropy Rate of a Countable Markov Chain”, Communications in Statistics - Theory and Methods, 36:14 (2007), 2543  crossref
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