Nuisance parameter free properties of correlation integral based statistics

DOI10.1080/07474939608800354zbMath0905.62118OpenAlexW2021246393MaRDI QIDQ4355134

Pedro J. F. de Lima

Publication date: 3 February 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800354

zbMATH Keywords

correlation integral

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)

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Uses Software

• KernSmooth

Cites Work

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