Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics

DOI10.1063/5.0094943MaRDI QIDQ6569964

Christian H. Weiß

Publication date: 9 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

Cites Work

• Extropy: complementary dual of entropy
• 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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