Marisa Mohr, Nils Finke, Ralf Möller 0001. On the Behaviour of Permutation Entropy on Fractional Brownian Motion in a Multivariate Setting. In Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA 2020, Auckland, New Zealand, December 7-10, 2020. pages 189-196, IEEE, 2020. [doi]
Abstract is missing.