Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics.
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DOI: 10.1063/5.0094943
Abstract: Ordinal patterns can be used to construct non-parametric hypothesis tests that aim to discover (possibly non-linear) serial dependence in a real-valued time series. We derive the asymptotic distribution of the vector of sample frequencies of… read more here.
Keywords: time series; non parametric; based asymptotic; tests serial ... See more keywords