Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non parametric portmanteau tests for detecting non linearities in high dimensions |
scientific article; zbMATH DE number 6584900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non parametric portmanteau tests for detecting non linearities in high dimensions |
scientific article; zbMATH DE number 6584900 |
Statements
Non parametric portmanteau tests for detecting non linearities in high dimensions (English)
0 references
25 May 2016
0 references
correlation integral
0 references
nonlinear time series
0 references
rank-based BDS test statistics
0 references
second-order Rényi entropy
0 references
0.8311686515808105
0 references
0.8238746523857117
0 references
0.8078124523162842
0 references
0.8075231313705444
0 references
0.8068585395812988
0 references
