Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
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Publication:901559
DOI10.1016/J.CSDA.2010.11.009zbMATH Open1328.62538OpenAlexW2015280347MaRDI QIDQ901559FDOQ901559
Authors: Mathieu Sinn, Karsten Keller 
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.009
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Cites Work
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- A central limit theorem for non-instantaneous filters of a stationary Gaussian process
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- Order Patterns in Time Series
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- Covariances of zero crossings in Gaussian processes
Cited In (14)
- Rank-based change-point analysis for long-range dependent time series
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Ordinal pattern dependence as a multivariate dependence measure
- Confidence intervals and hypothesis testing for the permutation entropy with an application to epilepsy
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- Ordinal patterns in clusters of subsequent extremes of regularly varying time series
- White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
- Ordinal symbolic analysis and its application to biomedical recordings
- Quantification of fracture roughness by change probabilities and Hurst exponents
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Contrasting chaotic with stochastic dynamics via ordinal transition networks
- Order patterns, their variation and change points in financial time series and Brownian motion
- Statistics and contrasts of order patterns in univariate time series
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