On detecting the dependence of time series

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On detecting the dependence of time series

The author suggests a heuristic method for detecting the dependence of random time series that can be used in the case when this dependence is relatively weak, such that the traditional methods are not effective. The method requires comparison of some special functionals on the sample characteristic...

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Bibliographic Details
Main Author:	Dokuchaev, Nikolai
Format:	Journal Article
Published:	Taylor & Francis Inc 2012
Subjects:	technical analysis serial dependence non-parametric methods econometrics
Online Access:	http://hdl.handle.net/20.500.11937/7650

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