Pages that link to "Item:Q4355133"

The following pages link to A test for independence based on the correlation dimension (Q4355133):

Displaying 50 items.

• Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Identification of binary choice models with social interactions (Q280266) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Mixtures of \(t\)-distributions for finance and forecasting (Q292151) (← links)
• Heterogeneity, nonlinearity and endogenous market volatility (Q300996) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Oil price forecastability and economic uncertainty (Q529755) (← links)
• Multivariate linear and nonlinear causality tests (Q609070) (← links)
• Singular spectrum analysis based on the perturbation theory (Q635237) (← links)
• Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series (Q741876) (← links)
• Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Time series and dependent variables (Q805119) (← links)
• Dependent variables in broad band continuous time series (Q806903) (← links)
• High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
• Is the predictability of emerging and developed stock markets really exploitable? (Q879322) (← links)
• A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
• Analysis of rounded data from dependent sequences (Q907062) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
• Nonlinear dynamics of the Nikkei stock average futures (Q1000383) (← links)
• A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
• Experimental modeling of electromagnetic wave scattering from an ocean surface based on chaotic theory (Q1193661) (← links)
• Empirical chaotic dynamics in economics (Q1195055) (← links)
• State dependent models of stock returns (Q1202454) (← links)
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
• A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Traffic-flow dynamics: A search for chaos (Q1327799) (← links)
• Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
• On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
• Toward a computable approach to the efficient market hypothesis: An application of genetic programming (Q1391665) (← links)
• A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
• No evidence of chaos but some evidence of dependence in the US stock market. (Q1419354) (← links)
• On complex behavior and exchange rate dynamics (Q1433613) (← links)
• Arch model with Box-Cox transformed dependent variable (Q1593723) (← links)
• Testing the stable Paretian assumption (Q1600528) (← links)
• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• A neural network method for nonlinear time series analysis (Q1726175) (← links)
• A generalized BDS statistic (Q1780880) (← links)
• The chaotic attractor analysis of DJIA based on manifold embedding and Laplacian eigenmaps (Q1793624) (← links)
• Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
• Nonlinearities in the exchange rates returns and volatility (Q1847467) (← links)
• Entropy and predictability of stock market returns. (Q1858946) (← links)