Pages that link to "Item:Q4355134"
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The following pages link to Nuisance parameter free properties of correlation integral based statistics (Q4355134):
Displaying 12 items.
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach (Q976531) (← links)
- Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets (Q1038416) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral (Q5697353) (← links)
- Symbolic correlation integral (Q5860931) (← links)
- Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500) (← links)