Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics
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Publication:6569964
DOI10.1063/5.0094943MaRDI QIDQ6569964
Publication date: 9 July 2024
Published in: Chaos (Search for Journal in Brave)
Cites Work
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- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Seasonal Adjustments by Electronic Computer Methods
- Order Patterns in Time Series
- TIME SERIES FROM THE ORDINAL VIEWPOINT
- A new autoregressive time series model in exponential variables (NEAR(1))
- On the distribution of quadratic forms in normal random variables
- An Introduction to Discrete‐Valued Time Series
- Some Limit Theorems for Stationary Processes
- Symbolic correlation integral
Related Items (5)
Ordinal pattern dependence and multivariate measures of dependence ⋮ Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022) ⋮ Statistics and contrasts of order patterns in univariate time series ⋮ Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence ⋮ Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
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