Showing 1 - 1 of 1
In this article we introduce a test for independence between two processes {X_t} and {Y_t}. To this end we rely on symbolic dynamics and permutation entropy as a measure of dependence. As a result, a nonparametric (model-free) test for either linear or nonlinear processes is presented. The test...
Persistent link: https://www.econbiz.de/10008576947