A model sufficiency test using permutation entropy

Xin Huang, Han Lin Shang, David Pitt

Year of publication:	2022
Authors:	Huang, Xin ; Shang, Han Lin ; Pitt, David C.
Published in:	Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 5, p. 1017-1036
Subject:	BDS test \| bivariate dependence \| model evaluation \| ordinal pattern \| prediction accuracy \| Entropie \| Entropy \| Theorie \| Theory \| Statistischer Test \| Statistical test \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation

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