Display Abstract
Title Symbolic Correlation Integral
Name Mariano Matilla-Garcia
Country Spain
Email mmatilla@cee.uned.es
Co-Author(s) M. Victoria Caballero, Manuel Ruiz
Submit Time 2014-03-30 10:40:33
Session
Special Session 68: Entropy-like quantities and applications
Contents
We introduce the symbolic correlation integral SC(m), which avoids the noisy parameter "distance" of the classical correlation integral defi ned by Grassberger-Procaccia. Moreover we provide the asymptotic distribution of SC(m) under the null of i.i.d.. With a MonteCarlo simulation we show the size and the power performance of the new test under linear and nonlinear processes.
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