A test for independence based on the correlation dimension
Year of publication: |
1995
|
---|---|
Authors: | Brock, William A. ; Dechert, W. Davis ; LeBaron, Blake Dean ; Scheinkman, José Alexandre |
Publisher: |
Madison |
Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Methodenlehre | Statistical theory | Korrelation | Correlation |
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