A generalized BDS statistic
type: Item
instance of: scholarly article
title: A generalized BDS statistic
zbMATH Open document ID: 1121.62534
author: Niranjan Chakravarthy
published in: Computational Economics
publication date: 2005-06-14T00:00:00Z
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 2175866
MaRDI profile type: Publication
full work available at URL: s10614-004-4657-y
OpenAlex ID: W1990324556
cites work: INVESTIGATING CHAOTIC BEHAVIOR IN ECONOMIC SERIES: THE DELAY TIME IN THE GRASSBERGER–PROCACCIA ALGORITHM
cites work: Q3354434
cites work: A single-blind controlled competition among tests for nonlinearity and chaos
cites work: A test for independence based on the correlation dimension
cites work: Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods
cites work: On U-statistics and v. mise? statistics for weakly dependent processes
cites work: A Fast Algorithm for the BDS Statistic
cites work: Independent coordinates for strange attractors from mutual information
cites work: Q5657424
cites work: Q3658782
DOI: 10.1007/S10614-004-4657-Y
description: scientific article; zbMATH DE number 2175866