Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
DOI10.1007/S10203-013-0143-0zbMATH Open1296.62220OpenAlexW2002509634MaRDI QIDQ742469FDOQ742469
Authors: Mariano Matilla-García, Manuel Ruiz Marín, Mohammed I. Dore, Rina B. Ojeda 
Publication date: 18 September 2014
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-013-0143-0
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Cites Work
- A test for independence based on the correlation dimension
- Measuring the strangeness of strange attractors
- A non-parametric independence test using permutation entropy
- Title not available (Why is that?)
- On U-statistics and v. mise? statistics for weakly dependent processes
- A single-blind controlled competition among tests for nonlinearity and chaos
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- Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods
- A generalized BDS statistic
Cited In (5)
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