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The correlation integral and the independence of stochastic processes

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  • Dechert,W.D.

    (University of Wisconsin-Madison, Social Systems Research Institute)

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  • Dechert,W.D., 2005. "The correlation integral and the independence of stochastic processes," Working papers 17, Wisconsin Madison - Social Systems.
    • Handle: RePEc:att:wimass:200517
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    File URL: http://www.ssc.wisc.edu/econ/archive/wp2005-17.pdf
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    References listed on IDEAS

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    1. Ramsey, James B. & Yuan, Hsiao-Jane, 1987. "The Statistical Properties of Dimension Calculations Using Small Data Sets," Working Papers 87-20, C.V. Starr Center for Applied Economics, New York University.
    2. Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
    3. Brock, W. A., 1986. "Distinguishing random and deterministic systems: Abridged version," Journal of Economic Theory, Elsevier, vol. 40(1), pages 168-195, October.
    4. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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