An Ordinal Procedure to Detect Change Points in the Dependence Structure between Non-Stationary Time Series-Reference-Cited by-同舟云学术

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An Ordinal Procedure to Detect Change Points in the Dependence Structure between Non-Stationary Time Series

Published:2022-06-21 Issue: Volume: Page:
ISSN:
Container-title:ITISE 2022
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Author:

Schnurr Alexander^ORCID,Fischer Svenja^ORCID

Publisher

MDPI

Link

https://www.mdpi.com/2673-4591/18/1/14/pdf

Reference20 articles.

1. Break detection in the covariance structure of multivariate time series models

2. TESTING FOR CHANGES IN KENDALL’S TAU

3. A modified Mann-Kendall trend test for autocorrelated data

4. If Precipitation Extremes Are Increasing, Why Aren't Floods?

5. Generalized ordinal patterns allowing for ties and their applications in hydrology

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis;2023 International Conference on Electrical, Computer and Energy Technologies (ICECET);2023-11-16

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