Nuisance parameter free properties of correlation integral based statistics
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Publication:4355134
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Cited in
(16)- Nonparametric specification tests for conditional duration models
- scientific article; zbMATH DE number 1865426 (Why is no real title available?)
- 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
- 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
- Symbolic correlation integral
- Robust score and portmanteau tests of volatility spillover
- Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
- 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
- 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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