Aparicio, Mª Teresa; Pozo, Eduardo F.; Saura, Dulce - Facultad de Economía y Empresa, Universidad de Zaragoza - 2005
In this paper we use the “Recurrence Quantification Analysis” proposed by Zbilut and Webber (1992), to develop three test procedures that allow us to detect determinism underlying series. Based on the concept of “Percent of Determinism” we obtain three statistics that allow us to test...
