Resumen de The BDS test of independence
Christopher F. Baum, Stan Hurn, Kenneth Lindsay
In this article, we describe and implement the Brock, Dechert, and Scheinkman (1987, Working paper) test of independence of the elements of a time series.
Christopher F. Baum, Stan Hurn, Kenneth Lindsay
In this article, we describe and implement the Brock, Dechert, and Scheinkman (1987, Working paper) test of independence of the elements of a time series.
