Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics
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Publication:6569964
DOI10.1063/5.0094943MaRDI QIDQ6569964FDOQ6569964
Publication date: 9 July 2024
Published in: Chaos (Search for Journal in Brave)
Cites Work
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- Extropy: complementary dual of entropy
- TIME SERIES FROM THE ORDINAL VIEWPOINT
- Order Patterns in Time Series
- A new autoregressive time series model in exponential variables (NEAR(1))
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Symbolic correlation integral
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Seasonal Adjustments by Electronic Computer Methods
Cited In (5)
- Ordinal pattern dependence and multivariate measures of dependence
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
- Statistics and contrasts of order patterns in univariate time series
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