Symbolic correlation integral

DOI10.1080/07474938.2017.1365431MaRDI QIDQ5860931zbMATH OpenOpenAlexFDO

Authors Maria Victoria Caballero Pintado, Mariano Matilla-García, Manuel Ruiz Marín

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2017.1365431

zbMATH Keywords

BDS statisticcausality testscorrelation integralindependence testssymbolic dynamics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

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• Nuisance parameter free properties of correlation integral based statistics
• Optimal embedding parameters: a modelling paradigm
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• Strong laws for 𝐿- and 𝑢-statistics
• USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS

Cited in

(11)

• Non-parametric analysis of serial dependence in time series using ordinal patterns
• Nuisance parameter free properties of correlation integral based statistics
• Symbolic recurrence plots to analyze dynamical systems
• Application of symbolic recurrence to experimental data, from firearm prevalence to fish swimming
• Permutation entropy and its variants for measuring temporal dependence
• Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
• Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
• Limit theorems for the symbolic correlation integral and the Rényi-2 entropy under short-range dependence
• Non-parametric entropy tests for spatial dependence
• A novel method for testing serial independence via generalized divergence

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