Exploració per tema "Bootstrap (Estadística)"
Ara es mostren els items 1-1 de 1
-
Towards a sharp estimation of transfer entropy for identifying causality in financial time series
(CEUR-WS.org, 2016)
Text en actes de congrés
Accés obertWe present an improvement of an estimator of causality in financial time series via transfer entropy, which includes the side information that may affect the cause-effect relation in the system, i.e. a conditional infor ...