Independence in time series: another look at the BDS test (Q5687577): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1098/rsta.1994.0098 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1098/RSTA.1994.0098 / rank | |||
Normal rank | |||
Latest revision as of 17:22, 30 December 2024
scientific article; zbMATH DE number 958107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independence in time series: another look at the BDS test |
scientific article; zbMATH DE number 958107 |
Statements
Independence in time series: another look at the BDS test (English)
0 references
16 December 1996
0 references
Chen-Stein method
0 references
chaos
0 references
correlation integral
0 references
geometrical properties
0 references
embedded time series
0 references
test of independence
0 references
Poisson law
0 references
size
0 references
power
0 references
tests for serial dependence
0 references
