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Statistical Tests of Symbolic Dynamics †.

Authors :
López, Fernando
Matilla-García, Mariano
Mur, Jesús
Ruiz Marín, Manuel
Peters, Gareth W.
Source :
Mathematics (2227-7390). Apr2021, Vol. 9 Issue 8, p817. 1p.
Publication Year :
2021

Abstract

A novel general method for constructing nonparametric hypotheses tests based on the field of symbolic analysis is introduced in this paper. Several existing tests based on symbolic entropy that have been used for testing central hypotheses in several branches of science (particularly in economics and statistics) are particular cases of this general approach. This family of symbolic tests uses few assumptions, which increases the general applicability of any symbolic-based test. Additionally, as a theoretical application of this method, we construct and put forward four new statistics to test for the null hypothesis of spatiotemporal independence. There are very few tests in the specialized literature in this regard. The new tests were evaluated with the mean of several Monte Carlo experiments. The results highlight the outstanding performance of the proposed test. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
22277390
Volume :
9
Issue :
8
Database :
Academic Search Index
Journal :
Mathematics (2227-7390)
Publication Type :
Academic Journal
Accession number :
150436074
Full Text :
https://doi.org/10.3390/math9080817