Seminario 14/30: M.V. Caballero (UMU) – Symbolic Correlation Integral. Getting Rid of the Proximity Parameter
Información
- Ponente: María Victoria Caballero, UMU
- Fecha: 17/Dic/2014 - 16:30 horas
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Se retransmitirá en directo.
Abstract
In this paper we introduce the symbolic correlation integral SC(m), which avoids the noisy parameter » of the classical correlation integral defined by Grassberger-Procaccia. Moreover we provide the asymptotic distribution of SC(m) under the null of i.i.d. With a MonteCarlo simulation we show the size and the power performance of the new test under linear and nonlinear processes. .
