The BDS statistic, rooted on the correlation integral, has been proven to be useful for different problems. But … although the correlation integral is defined for any choice of delay time, the BDS statistic assumes delay time is one. As … new statistic that generalizes BDS by allowing the choice of any delay time. Copyright Kluwer Academic Publishers 2004 …

Recently, a new test for nonlinearity and chaos was proposed, the noise titration technique. I discuss in this paper … assessments exist, both simulated and real data. Compared to other tests for nonlinearity and chaos I find that this approach …

Although nonlinearity is the rule in economic theory, nonlinearity tends to make life difficult for econometricians …. While there have been many advances in nonlinear econometrics in recent years, some problems produced by nonlinearity remain …

higher-order stochastic nonlinearity. Rather, it is reminiscent of a random process. We conclude that the ACSPI data are … nonlinear; however, nonlinearity is attributed to persistent ARCH effects. …

Interest has been growing in testing for nonlinearity or chaos in economic data, but much controversy has arisen about …-blind controlled competition among five highly regarded tests for nonlinearity or chaos with ten simulated data series. The data … for nonlinearity or noisy chaos. …

to capturing all of the nonlinearity in Indian ETFs; and third, to test for chaos in Indian ETFs. Design … nonlinearity in all the ETFs was systematically investigated by subjecting the ETF data sets to a metric (BDS test) and a … employed to test for chaos in Indian ETFs. Findings – Test outcomes pertaining to a battery of nonlinearity tests indicate …