3 papers
math.ST2024
Limit Theorems for the Symbolic Correlation Integral and the Renyi-2 Entropy under Short-range Dependence
Alexander Schnurr, Angelika Silbernagel, Manuel Ruiz Marin
The symbolic correlation integral provides a way to measure the complexity of time series and dynamical systems. In the present article we prove limit results for an estimator of t…
cs.DB2024
A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis
Alexander Schnurr, Angelika Silbernagel
We describe and analyze different approaches to represent ordinal patterns. All of these can be found in the literature. The most important representations (plus sub-classes) are c…
math.ST2024
Ordinal pattern dependence and multivariate measures of dependence
Angelika Silbernagel, Alexander Schnurr
Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand fro…