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How Big is Big Enough? Justifying Results of the Iid Test Based on the Correlation Integral in the Non-Normal World

https://doi.org/10.2139/ssrn.1129825
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Random Number Generation
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ARCH models as diffusion approximations
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Bootstrap tests: how many bootstraps?
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Optimal Range for the iid Test Based on Integration Across the Correlation Integral
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A test for independence based on the correlation dimension
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AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
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A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
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Nonlinearity tests for time series
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