K. Hlaváčková-Schindler

Evaluating Transfer Entropy for Normal and γ-Order Normal Distributions

K. Hlaváčková-Schindler, T. L. Toulias & C. P. Kitsos · Journal of Advances in Mathematics and Computer Science · 2016

Since its introduction, transfer entropy has become a popular information-theoretic tool for detecting causal inference between two discretized random processes. By means of statistical tools we evaluate the transfer entropy of stationary processes whose continuous probability di...