Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (Q3632600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test |
scientific article |
Statements
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (English)
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12 June 2009
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Brock, Dechert, and Scheinkman statistic
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copula
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empirical process
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pseudo-observation
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randomness
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rank
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time series
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