Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes
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DOI: 10.1007/s10203-013-0143-0
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More about this item
Keywords
Independence test; BDS; Nonlinearity; C12; C14; C15;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
Statistics
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