Pages that link to "Item:Q3595339"
From MaRDI portal
The following pages link to TIME SERIES FROM THE ORDINAL VIEWPOINT (Q3595339):
Displaying 16 items.
- Entropy determination based on the ordinal structure of a dynamical system (Q258245) (← links)
- Efficiently measuring complexity on the basis of real-world data (Q280651) (← links)
- Efficient algorithms for local ranking (Q436589) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
- On the relation of KS entropy and permutation entropy (Q1926261) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Conditional entropy of ordinal patterns (Q2448781) (← links)
- DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY (Q3065797) (← links)
- Distance-Based Analysis of Ordinal Data and Ordinal Time Series (Q5120657) (← links)
- Ordinal patterns in long‐range dependent time series (Q5152177) (← links)
- Ordinal pattern-based complexity analysis of high-dimensional chaotic time series (Q6548658) (← links)
- Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics (Q6569964) (← links)
- Statistics and contrasts of order patterns in univariate time series (Q6573485) (← links)
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence (Q6611224) (← links)
- Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns (Q6631138) (← links)