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BDS statistic estimated on the critical slowing down and flickering datasets with measurement error.

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Figshare2015-12-02 更新2026-04-29 收录
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https://figshare.com/articles/dataset/_BDS_statistic_estimated_on_the_critical_slowing_down_and_flickering_datasets_with_measurement_error_/280239
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*P**P = 0.001.In all cases, the BDS test was significantly identifying nonlinearity after 1,000 bootstrapping iterations, except for GARCH residuals from the flickering dataset.
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2015-12-02
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