A test for independence based on the correlation dimension
W. A. Brock ; J. A. Scheinkman ; W. D. Dechert ; B. LeBaron
| Year of publication: |
1996
|
|---|---|
| Authors: | Brock, William A. ; Scheinkman, José Alexandre ; Dechert, W. Davis ; LeBaron, Blake Dean |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 15.1996, 3, p. 197-235
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| Subject: | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001212116