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Evaluating Transfer Entropy for Normal and y-Order Normal Distributions
- 1.0461261 - ÚTIA 2017 RIV GB eng J - Journal Article
Hlaváčková-Schindler, Kateřina - Toulias, T. L. - Kitsos, C. P.
Evaluating Transfer Entropy for Normal and y-Order Normal Distributions.
British Journal of Mathematics & Computer Science. Roč. 17, č. 5 (2016), s. 1-20. ISSN 2231-0851
Institutional support: RVO:67985556
Keywords : Transfer entropy * time series * Kullback-Leibler divergence * causality * generalized normal distribution
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2016/AS/hlavackova-schindler-0461261.pdf
Permanent Link: http://hdl.handle.net/11104/0261537
Number of the records: 1