A modified BDS test
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Recommendations
- A monte carlo investigation of the BDS statistic
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
- AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
- Independence in time series: another look at the BDS test
- Detecting serial dependence in tail events: a test dual to the BDS test
Cites work
- scientific article; zbMATH DE number 802770 (Why is no real title available?)
- A generalized BDS statistic
- A test for independence based on the correlation dimension
- AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes
- Detecting serial dependence in tail events: a test dual to the BDS test
- Independence in time series: another look at the BDS test
- Measuring the strangeness of strange attractors
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
- The BDS statistic and residual test
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test
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