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Information Theoretic Measures and Their Applications |
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| Authors: | Osvaldo A Rosso Fernando Montani |
| Institution: | 1.Instituto de Física, Universidade Federal de Alagoas, Maceió, Alagoas 57072-970, Brazil;2.Instituto de Física La Plata, CONICET-Universidad Nacional de la Plata, La Plata, Diagonal 113 entre 63 y 64, La Plata 1900, Argentina |
| Abstract: | |
| Keywords: | composite multiscale partial cross-sample entropy (CMPCSE) multiscale cross-sample entropy (MCSE) time series stock indices |