Nuisance parameter free properties of correlation integral based statistics
DOI10.1080/07474939608800354zbMATH Open0905.62118OpenAlexW2021246393MaRDI QIDQ4355134FDOQ4355134
Authors: Pedro J. F. de Lima 
Publication date: 3 February 1999
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939608800354
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)
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Cited In (16)
- Nonparametric specification tests for conditional duration models
- Title not available (Why is that?)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
- Symbolic correlation integral
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
- On complex behavior and exchange rate dynamics
- Robust score and portmanteau tests of volatility spillover
- Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
- AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
- Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes
- A generalized BDS statistic
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral
- Nonparametric entropy-based tests of independence between stochastic processes
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