Reconstructing nonlinear structure in regression residuals

DOI10.1080/02664763.2013.839636OpenAlexW2069169283MaRDI QIDQ5128582

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Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.839636

zbMATH Keywords

phase space reconstructionresidual diagnosticsrecurrence quantification analysishops exportsinformation and entropy economics

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• K2

Cites Work

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• A Dependence Metric for Possibly Nonlinear Processes
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

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