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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-09-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/9/878 |