Ordinal patterns in long‐range dependent time series

DOI10.1111/sjos.12478zbMath1473.62300arXiv1905.11033OpenAlexW3037847066MaRDI QIDQ5152177

Jeannette H. C. Woerner, Ines Münker, Annika Betken, Jannis Buchsteiner, Alexander Schnurr, Herold G. Dehling

Publication date: 17 September 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.11033

zbMATH Keywords

long-range dependencelimit theoremsHurst indexordinal patterns

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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