The BDS statistic and residual test (Q1402993)

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The BDS statistic and residual test
scientific article

    Statements

    title
    The BDS statistic and residual test (English)
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    author
    D. Massart
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    publication date
    31 August 2003
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    zbMATH Keywords
    correlation integral
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    BDS statistic
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    SARIMA model
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    AR Error model
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    Anderson's correlogram test
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    Spearman's rank correlation
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62P12
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    62M10
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    zbMATH DE Number
    1972564
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    OpenAlex ID
    W1973710415
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