TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS

DOI10.1142/S0218127405012788zbMath1092.62580MaRDI QIDQ5474261

Enrico Rogora, Camillo Cammarota

Publication date: 23 June 2006

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

37M10: Time series analysis of dynamical systems

62M07: Non-Markovian processes: hypothesis testing

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Cites Work

• Symbolic dynamics and complexity in a physiological time series
• Symbolic Analysis of High-Dimensional Time Series
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