Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688)
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scientific article; zbMATH DE number 6584900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non parametric portmanteau tests for detecting non linearities in high dimensions |
scientific article; zbMATH DE number 6584900 |
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Non parametric portmanteau tests for detecting non linearities in high dimensions (English)
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25 May 2016
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correlation integral
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nonlinear time series
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rank-based BDS test statistics
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second-order Rényi entropy
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