Independence in time series: another look at the BDS test (Q5687577)
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scientific article; zbMATH DE number 958107
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| default for all languages | No label defined |
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| English | Independence in time series: another look at the BDS test |
scientific article; zbMATH DE number 958107 |
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Independence in time series: another look at the BDS test (English)
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16 December 1996
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Chen-Stein method
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chaos
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correlation integral
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geometrical properties
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embedded time series
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test of independence
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Poisson law
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size
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power
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tests for serial dependence
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0.8572110533714294
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0.8417125344276428
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