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B0739
Title: Ordinal patterns under long-range dependence Authors:  Jannis Buchsteiner - Ruhr-University Bochum (Germany) [presenting]
Herold Dehling - Ruhr-University Bochum (Germany)
Alexander Schnurr - University Siegen (Germany)
Jeannette Woerner - TU Dortmund (Germany)
Abstract: While in recent years many authors studied ordinal patterns of weakly dependent time series, we consider long-range dependent data. More precisely, we investigate the ordinal information of a subordinated Gaussian process with a non-summable autocovariance function. We establish the asymptotic behavior of different estimators for ordinal pattern probabilities by using a multivariate Hermite decomposition.