A Fast Algorithm for the BDS Statistic

DOI10.2202/1558-3708.1029zbMath1078.91559OpenAlexW1984997260MaRDI QIDQ3368207

Blake LeBaron

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1029

zbMATH Keywords

chaosnonlinearityspecification testingBDS

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (4)

Linear and nonlinear causality between signals: methods, examples and neurophysiological applications ⋮ Statistical properties of genetic learning in a model of exchange rate ⋮ A generalized BDS statistic ⋮ Time series analysis for minority game simulations of financial markets

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