A Generalized Fast Algorithm for BDS-Type Statistics
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DOI: 10.2202/1558-3708.1055
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References listed on IDEAS
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- Mayer-Foulkes, David, 1995. "A statistical correlation dimension," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 277-293, September.
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Keywords
specification testing; nonlinearity; chaos; BDS; fast algorithm;All these keywords.
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