Non-parametric analysis of serial dependence in time series using ordinal patterns

DOI10.1016/j.csda.2021.107381OpenAlexW3212514844MaRDI QIDQ2076140

Mariano Matilla-García, Christian H. Weiß, Karsten Keller, Manuel Ruiz Marin

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107381

zbMATH Keywords

non-parametric testsserial dependenceordinal patternsordinal time seriesreal-valued time series

Mathematics Subject Classification ID

Statistics (62-XX)

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Permutation entropy and its variants for measuring temporal dependence

Cites Work

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