%0 Journal Article 
%A Matilla García, Mariano
%A Ruiz Marín, Manuel
%T A non-parametric independence test using permutation entropy
%D 2008
%@ 0304-4076
%U http://hdl.handle.net/10317/936
%X In the present paper we construct a new, simple and powerful test for independence by
using symbolic dynamics and permutation entropy as a measure of serial dependence.
We also give the asymptotic distribution of an affine transformation of the permutation
entropy under the null hypothesis of independence. An application to several daily
financial time series illustrates our approach.
%K Economía Aplicada
%K Entropía
%K Independencia
%K I.i.d
%K Invariación
%K Serie temporal no lineal
%K Dinámica simbólica
%K Camino aleatorio (Random Walk)
%K Entropy
%K Independence
%K Invariance
%K Nonlinear time serie
%K Symbolic dynamic
%~ GOEDOC, SUB GOETTINGEN