Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
type: Item
title: Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
zbMATH Open document ID: 1296.62220
publication date: 2014-09-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6345790
zbMATH Keywords: independence test
zbMATH Keywords: BDS
zbMATH Keywords: nonlinearity
instance of: scholarly article
author: Mariano Matilla-García
author: Manuel Ruiz Marín
author: Mohammed I. Dore
author: Rina B. Ojeda
published in: Decisions in Economics and Finance
MaRDI profile type: Publication
full work available at URL: s10203-013-0143-0
OpenAlex ID: W2002509634
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DOI: 10.1007/S10203-013-0143-0
description: scientific article; zbMATH DE number 6345790