Independence in time series: another look at the BDS test (Q5687577): Difference between revisions
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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)
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16 December 1996
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Chen-Stein method
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chaos
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correlation integral
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geometrical properties
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embedded time series
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test of independence
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Poisson law
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size
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power
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tests for serial dependence
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