Ordinal pattern dependence and multivariate measures of dependence
From MaRDI portal
Publication:6596180
DOI10.1016/J.JMVA.2024.105337MaRDI QIDQ6596180
Angelika Silbernagel, Alexander Schnurr
Publication date: 2 September 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariate analysis (62Hxx)
Cites Work
- Title not available (Why is that?)
- Measuring association and dependence between random vectors
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Ordinal pattern dependence as a multivariate dependence measure
- Ordinal patterns in long‐range dependent time series
- Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics
- Statistics and contrasts of order patterns in univariate time series
This page was built for publication: Ordinal pattern dependence and multivariate measures of dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6596180)
