A generalized BDS statistic (Q1780880)

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Language	Label	Description	Also known as
English	A generalized BDS statistic	scientific article

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scholarly article

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A generalized BDS statistic (English)

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Niranjan Chakravarthy

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Computational Economics

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publication date

14 June 2005

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10614-004-4657-y

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INVESTIGATING CHAOTIC BEHAVIOR IN ECONOMIC SERIES: THE DELAY TIME IN THE GRASSBERGER–PROCACCIA ALGORITHM

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A single-blind controlled competition among tests for nonlinearity and chaos

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A test for independence based on the correlation dimension

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Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods

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On U-statistics and v. mise? statistics for weakly dependent processes

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A Fast Algorithm for the BDS Statistic

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Independent coordinates for strange attractors from mutual information

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10614-004-4657-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:1780880

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