Search Results - subject:"embedding parameters"

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

determinism and nonlinearity in a time series. Optimal embedding parameters used in the DVV analysis are obtained via a …

Persistent link: https://www.econbiz.de/10010628506

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013

determinism and nonlinearity in a time series. Optimal embedding parameters used in the DVV analysis are obtained via a …

Persistent link: https://www.econbiz.de/10010635221

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012

series. Optimal embedding parameters used in the DVV analysis are obtained via a differential entropy based method using …

Persistent link: https://www.econbiz.de/10010711860

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 416-435

determinism and nonlinearity in a time series. Optimal embedding parameters used in the DVV analysis are obtained via a …

Persistent link: https://www.econbiz.de/10010730259

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435

Persistent link: https://www.econbiz.de/10010367574