Quantile transfer entropy: Measuring the heterogeneous information transfer of nonlinear time series

Author:

Zhang Na,Zhao XiaojunORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis

Reference48 articles.

1. Nonlinear dynamical systems and control;Haddad,2011

2. Causality detection based on information-theoretic approaches in time series analysis;Hlaváčková-Schindler;Phys Rep,2007

3. Multivariate multiscale complexity-entropy causality plane analysis for complex time series;Mao;Nonlinear Dynam,2019

4. Dynamic causality analysis using overlapped sliding windows based on the extended convergent cross-mapping;Ge;Nonlinear Dynam,2021

5. Nonlinear time series analysis;Kantz,2003

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