The BDS test is the best-known correlation integral–based test, and it is now an important part of most standard econometric data analysis software packages. This test depends on the proximity (<InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\varepsilon )$$</EquationSource> </InlineEquation> and the embedding dimension (<InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$m)$$</EquationSource> </InlineEquation> parameters both of which are chosen by the...</equationsource></inlineequation></equationsource></inlineequation>