5 papers
Depth Patterns and their Applications in Animal Tracking
Annika Betken, Alexander Schnurr
We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we ar…
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
Annika Betken, Herold Dehling, Marius Kroll
We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence betwee…
Test for independence of long-range dependent time series using distance covariance
Annika Betken, Herold Dehling
We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distanc…
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…
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…