Pages that link to "Item:Q901559"
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The following pages link to Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559):
Displayed 12 items.
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Non-parametric analysis of serial dependence in time series using ordinal patterns (Q2076140) (← links)
- Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
- Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy (Q2205783) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Ordinal symbolic analysis and its application to biomedical recordings (Q2955727) (← links)
- Contrasting chaotic with stochastic dynamics via ordinal transition networks (Q5119442) (← links)
- White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane (Q6067587) (← links)