Llwytho...
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...
Wedi'i Gadw mewn:
| Cyhoeddwyd yn: | Entropy (Basel) |
|---|---|
| Prif Awduron: | , , , |
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI
2019
|
| Pynciau: | |
| Mynediad Ar-lein: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7515407/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21090878 |
| Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|