Mutual information: a measure of dependency for nonlinear time series

By Andreia Dionísio, Rui Menezes, D. Mendes. 2004

210 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/2f6b44d07a75c88ede7942201ceac7590327b259