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 different studies have shown, an adequate choice of delay...
