The BDS statistic and residual test
By H. Kim, D. Kang, Joon-Hoon Kim. 2003
63 citations recorded by the source corpus.
Subfields: Computer Networks and Communications, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/6b426a46dedb8ce32662d19e89de4872d8e928f4
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In Computer Networks and Communications
In Finance
In Global and Planetary Change
Citations in the corpus
- Testing for nonlinearity of streamflow processes at different timescales (2006, methodology): “The power of BDS test and some nonparametric tests have also recently been compared and applied to residual analysis of fitted models for monthly rainfalls by Kim et al. (2003), and the results also indicate the effectiveness of BDS test.”