Non-parametric analysis of serial dependence in time series using ordinal patterns
type: Item
title: Non-parametric analysis of serial dependence in time series using ordinal patterns
publication date: 2022-02-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7476363
zbMATH Keywords: non-parametric tests
zbMATH Keywords: ordinal patterns
zbMATH Keywords: ordinal time series
zbMATH Keywords: real-valued time series
zbMATH Keywords: serial dependence
instance of: scholarly article
author: Christian H. Weiß
author: Manuel Ruiz Marín
author: Karsten Keller
author: Mariano Matilla-García
published in: Computational Statistics and Data Analysis
MaRDI profile type: Publication
full work available at URL: j.csda.2021.107381
OpenAlex ID: W3212514844
cites work: Entropy of interval maps via permutations
cites work: Symbolic correlation integral
cites work: Equality of Kolmogorov-Sinai and permutation entropy for one-dimensional maps consisting of countably many monotone parts
cites work: Some Limit Theorems for Stationary Processes
cites work: Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
cites work: Tests on asymmetry for ordered categorical variables
cites work: A non-parametric test for independence based on symbolic dynamics
cites work: A non-parametric independence test using permutation entropy
cites work: Detection of non-linear structure in time series
cites work: Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
cites work: An Introduction to Discrete‐Valued Time Series
cites work: Distance-Based Analysis of Ordinal Data and Ordinal Time Series
cites work: Permutation entropy and its main biomedical and econophysics applications: a review
DOI: 10.1016/J.CSDA.2021.107381
description: scientific article; zbMATH DE number 7476363