A test for independence based on the correlation dimension

Brock, W. A., Dechert, W. D. . Econometric Reviews 1996. 15 :197-235

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Bibtex

@article{CIS-132583,
  Author = {Brock, W. A. and Dechert, W. D.},
  Title = {A test for independence based on the correlation dimension},
  Journal = {Econometric Reviews},
  Volume = {15},
  Year = {1996},
  Pages = {197--235},
  Keywords = {Software, Nonlinear time series}
}

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