The following pages link to A generalized BDS statistic (Q1780880):
Displaying 6 items.
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
- A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
- A modified BDS test (Q2006745) (← links)
- Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
- Chaotic time series analysis in economics: Balance and perspectives (Q5347022) (← links)
- Chaos measure dynamics in a multifactor model for financial market predictions (Q6143054) (← links)
