Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
Mariano Matilla-García; Manuel Ruiz Marín; Mohammed I. Dore; Rina B. Ojeda
| Year of publication: |
2014
|
|---|---|
| Authors: | Matilla-García, Mariano ; Ruiz Marín, Manuel ; Dore, Mohammed I. ; Ojeda, Rina B. |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 37.2014, 1, p. 181-193
|
| Subject: | Independence test | BDS | Nonlinearity | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Schätztheorie | Estimation 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/10010340239