Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
achieved by using the recently proposed "delay vector variance" (DVV) method, which examines local predictability of a signal … used in the DVV analysis are obtain via differential entropy based method using wavelet-based surrogates. A comprehensive … analysis of the feasibility of this approach is provided. The empirical results show that the DVV method can be opted as an …