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A Fast Algorithm for the BDS Statistic
LeBaron, Blake - In: Studies in Nonlinear Dynamics & Econometrics 2 (1997) 2
The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power …, extensive Monte Carlo results have proved it useful in relatively small samples. However, the BDS test is not trivial to … short paper presents a fast algorithm for the BDS statistic, and outlines how these speed improvements are achieved. Source …
Persistent link: https://www.econbiz.de/10014620800
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A Generalized Fast Algorithm for BDS-Type Statistics
Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1
's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …
Persistent link: https://www.econbiz.de/10014620826
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A Fast Algorithm for the BDS Statistic
LeBaron, Blake - In: Studies in Nonlinear Dynamics & Econometrics 2 (1997) 2, pp. 53-59
The BDS statistic has proved to be one of several useful nonlinear diagnostics. It has been shown to have good power …, extensive Monte Carlo results have proved it useful in relatively small samples. However, the BDS test is not trivial to … short paper presents a fast algorithm for the BDS statistic, and outlines how these speed improvements are achieved. Source …
Persistent link: https://www.econbiz.de/10005751410
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A Generalized Fast Algorithm for BDS-Type Statistics
Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1, pp. 45-50
's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …
Persistent link: https://www.econbiz.de/10005584891
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A Generalized Fast Algorithm for BDS-Type Statistics
Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2007) 1, pp. 45-50
's (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …
Persistent link: https://www.econbiz.de/10004966222
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A Generalized BDS Statistic
Matilla-GarcÍa, M.; Queralt, R.; Sanz, P.; VÁzquez, F. - In: Computational Economics 24 (2004) 3, pp. 277-300
The BDS statistic, rooted on the correlation integral, has been proven to be useful for different problems. But … although the correlation integral is defined for any choice of delay time, the BDS statistic assumes delay time is one. As … new statistic that generalizes BDS by allowing the choice of any delay time. Copyright Kluwer Academic Publishers 2004 …
Persistent link: https://www.econbiz.de/10005701778
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Survey paper on adaptive agents applied to advanced planning and scheduling
Ehrlich, Donna M.; Ehrlich, Jeff A. - In: International Journal of Engineering Management and … 1 (2010) 2/3, pp. 200-209
This research investigates the study of the concept of adaptation as a foundation to guide management in creating a planning and scheduling system. The review paper identifies theories that are being studied in relation to the process of adaptation using genetic algorithms as well as adaptive...
Persistent link: https://www.econbiz.de/10010817083
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Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?
Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673
test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur.  … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …
Persistent link: https://www.econbiz.de/10014608718
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Determinism in Financial Time Series
Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 3, pp. 1134-1134
address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …
Persistent link: https://www.econbiz.de/10005246284
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A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178
Persistent link: https://www.econbiz.de/10012173910