Generalized ordinal patterns allowing for ties and their applications in hydrology
From MaRDI portal
Publication:2129611
DOI10.1016/j.csda.2022.107472OpenAlexW4220879064MaRDI QIDQ2129611
Svenja Fischer, Alexander Schnurr
Publication date: 22 April 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2022.107472
Cites Work
- Unnamed Item
- Efficiently measuring complexity on the basis of real-world data
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
- Basic properties of strong mixing conditions. A survey and some open questions
- Asymptotic theory of weakly dependent stochastic processes
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series
- Ordinal pattern dependence as a multivariate dependence measure
- Data driven smooth test of comparison for dependent sequences
- Some Limit Theorems for Random Functions. I
- Order Patterns in Time Series
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- An Introduction to Discrete‐Valued Time Series
- Some Limit Theorems for Stationary Processes
This page was built for publication: Generalized ordinal patterns allowing for ties and their applications in hydrology
