Mariano Matilla-García

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In the present paper we construct a new, simple and powerful test for independence by using symbolic dynamics and permutation entropy as a measure of serial dependence. We also give the asymptotic distribution of an affine transformation of the permutation entropy under the null hypothesis of independence. An application to several daily financial time(More)
The etiology of complex diseases is due to the combination of genetic and environmental factors, usually many of them, and each with a small effect. The identification of these small-effect contributing factors is still a demanding task. Clearly, there is a need for more powerful tests of genetic association, and especially for the identification of rare(More)
Detecting the order of spatial dependence via symbolic analysis Mariano Matilla-García a , Julián Rodríguez Ruiz a & Manuel Ruiz Marín b a Departamento Economía Aplicada Cuantitativa I , Universidad Nacional de Educatión a Distancia (UNED) , Madrid , Spain b Departamento de Métodos Cuantitativos e Informáticos , Universidad Politécnica de Cartagena ,(More)
This article addresses the question of improving the detection of nonlinear dependence by means of recently developed nonparametric tests. To this end a generalized version of BDS test and a new test based on symbolic dynamics are used on realizations from a well-known artificial market for which the dynamic equation governing the market is known.(More)
This paper suggests new nonparametric statistical tools and procedures for modeling linear and nonlinear univariate economic and financial processes. In particular, the tools presented help in selecting relevant lags in the model description of a general linear or nonlinear time series; that is, nonlinear models are not a restriction. The tests seem to be(More)
In this paper, we propose a nonparametric statistical tool to identify the most relevant lag in the model description of a time series. It is also shown that it can be used for model identification. The statistic is based on the number of runs, when the time series is symbolized depending on the empirical quantiles of the time series. With a Monte Carlo(More)
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