Using permutations to detect dependence between time series
DOI10.1016/J.PHYSD.2011.04.010zbMATH Open1218.62088OpenAlexW2056404924MaRDI QIDQ2276166FDOQ2276166
M. D. Ruiz, Jose S. Canovas, A. Guillamón
Publication date: 1 August 2011
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2011.04.010
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (8)
- Permutation entropy and its main biomedical and econophysics applications: a review
- A symbolic test for testing independence between time series
- Application of joint permutations for predicting coupled time series
- Reciprocal characterization from multivariate time series to multilayer complex networks
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
- Sign patterns symbolization and its use in improved dependence test for complex network inference
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
- Multiscale two-dimensional permutation entropy to analyze encrypted images
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