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Asymptotic distributions of the correlation integral based statistics - MaRDI portal

Asymptotic distributions of the correlation integral based statistics (Q4248691)

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scientific article; zbMATH DE number 1300143
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Asymptotic distributions of the correlation integral based statistics
scientific article; zbMATH DE number 1300143

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    Asymptotic distributions of the correlation integral based statistics (English)
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    4 October 1999
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    asymptotic normality
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    BDS statistic
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    time series
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    Brock-Dechert-Scheinkman statistics
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    chaos
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