Pages that link to "Item:Q4677035"

The following pages link to A Dependence Metric for Possibly Nonlinear Processes (Q4677035):

Displaying 17 items.

• Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• A test of independence based on a generalized correlation function (Q612521) (← links)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
• The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• Detection of non-linear structure in time series (Q1046240) (← links)
• Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
• Entropy-based independence test (Q2432369) (← links)
• Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
• Information quantity evaluation of nonlinear time series processes and applications (Q2683574) (← links)
• The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)