2 papers
math.ST2020
Ordinal pattern dependence as a multivariate dependence measure
Annika Betken, Herold Dehling, Nüßgen +1
In this article, we show that the recently introduced ordinal pattern dependence fits into the axiomatic framework of general multivariate dependence measures, i.e., measures of de…
math.ST2019
Ordinal Patterns in Long-Range Dependent Time Series
Annika Betken, Jannis Buchsteiner, Herold Dehling +3
We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points…