Non-parametric analysis of serial dependence in time series using ordinal patterns

Publication date

2021-11-08

Document type

Forschungsartikel

Author

Ruiz Marín, Manuel

Keller, Karsten

Matilla-García, Mariano

Organisational unit

DOI

URI

Publisher

Elsevier

Series or journal

Computational statistics & data analysis

ISSN

Periodical volume

168

Article ID

107381

Peer-reviewed

✅

Part of the university bibliography

✅

Language

English

Keyword

Non-parametric tests

Ordinal patterns

Ordinal time series

Real-valued time series

Serial dependence

Version

Published version

Access right on openHSU

Metadata only access