Seminario 14/30: M.V. Caballero (UMU) – Symbolic Correlation Integral. Getting Rid of the Proximity Parameter

MVictoria

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…