A generalized BDS statistic

Computational Economics

Volumn 24, Issue 3, 2004, Pages 277-300

  Matilla Garcia M ^a,c   Queralt, R ^b   Sanz, P ^b   Vazquez F J ^b  

^a UNIVERSIDAD NACIONAL DE EDUCACIÓN A DISTANCIA   (Spain)

^b UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

^c Fac Cie Economicas Y E   (Spain)

Author keywords

BDS test; Chaos; Delay coordinates method; Nonlinearity

Indexed keywords

EID: 15044365701     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10614-004-4657-y     Document Type: Article

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