Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods
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- Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014. "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 181-193, April.
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- Evzen Kocenda & Lubos Briatka, 2005.
"Optimal Range for the iid Test Based on Integration Across the Correlation Integral,"
Taylor & Francis Journals, vol. 24(3), pages 265-296.
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