6 papers
INARMA Models for Count Random Fields -- a Survey
Angelika Silbernagel, Christian H. Weiß
The thinning-based integer-valued autoregressive moving-average (INARMA) models are popular for count time series. Recently, types of INARMA models have also been developed for cou…
A Class of Higher-Order INAR Random Fields for Poisson Counts and Beyond
Christian H. Weiß, Angelika Silbernagel
Existing integer-valued autoregressive (INAR) models for count random fields suffer from difficulties in characterizing the stationary marginal distribution and in computing condit…
The Integer-valued Moving-Average Random Field
Angelika Silbernagel, Christian H. Weiß
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spati…
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…
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…
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…