Measuring Statistical Dependences in a Time Series

@inproceedings{Pompe1993MeasuringSD,
  title={Measuring Statistical Dependences in a Time Series},
  author={Bernd Pompe},
  year={1993}
}
We propose two methods to measure all (linear and nonlinear) statistical dependences in a stationary time series. Presuming ergodicity, the measures can be obtained from eecient numerical algorithms.