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Ordinal Pattern Dependence in the Context of Long-Range Dependence

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the dependence between the two processes. This article deals wi...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Nüßgen, Ines, Schnurr, Alexander
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC8230352/
https://ncbi.nlm.nih.gov/pubmed/34073336
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23060670
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