Distance-Based Analysis of Ordinal Data and Ordinal Time Series

DOI10.1080/01621459.2019.1604370zbMath1441.62243OpenAlexW2936718535WikidataQ128015549 ScholiaQ128015549MaRDI QIDQ5120657

Christian H. Weiß

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2019.1604370

zbMATH Keywords

distancesasymmetryvariationserial dependenceordinal processesordinal random variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)

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On some measures of ordinal variation ⋮ Modeling normalcy‐dominant ordinal time series: An application to air quality level ⋮ Non-parametric analysis of serial dependence in time series using ordinal patterns

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