Ordinal Pattern Dependence in the Context of Long-Range Dependence

Nussgen, I; Schnurr, A

Nussgen, I (corresponding author), Siegen Univ, Dept Math, Walter Flex Str 3, D-57072 Siegen, Germany.

ENTROPY, 2021; 23 (6):

Abstract

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time seri......

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