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Two Tests for Dependence (of Unknown Form) between Time Series

This paper proposes two new nonparametric tests for independence between time series. Both tests are based on symbolic analysis, specifically on symbolic correlation integral, in order to be robust to potential unknown nonlinearities. The first test is developed for a scenario in which each consider...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Caballero-Pintado, M. Victoria, Matilla-García, Mariano, Rodríguez, Jose M., Ruiz Marín, Manuel
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7515407/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21090878
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