Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non parametric portmanteau tests for detecting non linearities in high dimensions |
scientific article |
Statements
Non parametric portmanteau tests for detecting non linearities in high dimensions (English)
0 references
25 May 2016
0 references
correlation integral
0 references
nonlinear time series
0 references
rank-based BDS test statistics
0 references
second-order Rényi entropy
0 references
