Matilla-García, Mariano; Rodríguez, José Miguel; … - In: Journal of Time Series Analysis 31 (2010) 2, pp. 76-85
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...