Asymptotic distributions of the correlation integral based statistics

DOI10.1080/10485259908832757zbMath0921.62018OpenAlexW2011412263MaRDI QIDQ4248691

Dejian Lai

Publication date: 4 October 1999

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259908832757

zbMATH Keywords

chaosasymptotic normalitytime seriesBDS statisticBrock-Dechert-Scheinkman statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• A test for independence based on the correlation dimension
• Functional-Coefficient Autoregressive Models
• Independence in time series: another look at the BDS test

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