Optimal Range for the iid Test Based on Integration Across the Correlation Integral
DOI10.1080/07474930500243001zbMath1071.62078OpenAlexW1970144546MaRDI QIDQ5697353
Publication date: 17 October 2005
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930500243001
tableschaosMonte Carlononlinear dynamicscorrelation integralhigh-frequency economic and financial datapower testssingle-blind competition
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Applications of dynamical systems (37N99) Dynamical systems in optimization and economics (37N40)
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