Statistical Tests of Symbolic Dynamics
A novel general method for constructing nonparametric hypotheses tests based on the field of symbolic analysis is introduced in this paper. Several existing tests based on symbolic entropy that have been used for testing central hypotheses in several branches of science (particularly in economics an...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-04-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/8/817 |
| _version_ | 1797538254872903680 |
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| author | Fernando López Mariano Matilla-García Jesús Mur Manuel Ruiz Marín |
| author_facet | Fernando López Mariano Matilla-García Jesús Mur Manuel Ruiz Marín |
| author_sort | Fernando López |
| collection | DOAJ |
| description | A novel general method for constructing nonparametric hypotheses tests based on the field of symbolic analysis is introduced in this paper. Several existing tests based on symbolic entropy that have been used for testing central hypotheses in several branches of science (particularly in economics and statistics) are particular cases of this general approach. This family of symbolic tests uses few assumptions, which increases the general applicability of any symbolic-based test. Additionally, as a theoretical application of this method, we construct and put forward four new statistics to test for the null hypothesis of spatiotemporal independence. There are very few tests in the specialized literature in this regard. The new tests were evaluated with the mean of several Monte Carlo experiments. The results highlight the outstanding performance of the proposed test. |
| first_indexed | 2024-03-10T12:28:54Z |
| format | Article |
| id | doaj.art-521e01d63393422ca283d8f38a2e9849 |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-03-10T12:28:54Z |
| publishDate | 2021-04-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-521e01d63393422ca283d8f38a2e98492023-11-21T14:49:44ZengMDPI AGMathematics2227-73902021-04-019881710.3390/math9080817Statistical Tests of Symbolic DynamicsFernando López0Mariano Matilla-García1Jesús Mur2Manuel Ruiz Marín3Departamento de Métodos Cuantitativos, Universidad Politécnica de Cartagena, 30202 Cartagena, SpainDepartamento de Economía Aplicada y Estadística, Universidad Nacional de Educación a Distancia (UNED), 28040 Madrid, SpainDepartamento de Análisis Económico, Universidad de Zaragoza, 50018 Zaragoza, SpainDepartamento de Métodos Cuantitativos, Universidad Politécnica de Cartagena, 30202 Cartagena, SpainA novel general method for constructing nonparametric hypotheses tests based on the field of symbolic analysis is introduced in this paper. Several existing tests based on symbolic entropy that have been used for testing central hypotheses in several branches of science (particularly in economics and statistics) are particular cases of this general approach. This family of symbolic tests uses few assumptions, which increases the general applicability of any symbolic-based test. Additionally, as a theoretical application of this method, we construct and put forward four new statistics to test for the null hypothesis of spatiotemporal independence. There are very few tests in the specialized literature in this regard. The new tests were evaluated with the mean of several Monte Carlo experiments. The results highlight the outstanding performance of the proposed test.https://www.mdpi.com/2227-7390/9/8/817symbolic dynamicstime series analysistest hypothesis |
| spellingShingle | Fernando López Mariano Matilla-García Jesús Mur Manuel Ruiz Marín Statistical Tests of Symbolic Dynamics Mathematics symbolic dynamics time series analysis test hypothesis |
| title | Statistical Tests of Symbolic Dynamics |
| title_full | Statistical Tests of Symbolic Dynamics |
| title_fullStr | Statistical Tests of Symbolic Dynamics |
| title_full_unstemmed | Statistical Tests of Symbolic Dynamics |
| title_short | Statistical Tests of Symbolic Dynamics |
| title_sort | statistical tests of symbolic dynamics |
| topic | symbolic dynamics time series analysis test hypothesis |
| url | https://www.mdpi.com/2227-7390/9/8/817 |
| work_keys_str_mv | AT fernandolopez statisticaltestsofsymbolicdynamics AT marianomatillagarcia statisticaltestsofsymbolicdynamics AT jesusmur statisticaltestsofsymbolicdynamics AT manuelruizmarin statisticaltestsofsymbolicdynamics |