Consistent Nonparametric Entropy-Based Testing (Q5751771): Difference between revisions

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Latest revision as of 20:54, 19 March 2024

scientific article; zbMATH DE number 4186893
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Consistent Nonparametric Entropy-Based Testing
scientific article; zbMATH DE number 4186893

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    Consistent Nonparametric Entropy-Based Testing (English)
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    1991
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    Kullback-Leibler information criterion
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    one-sided testing of nested hypotheses
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    density estimation
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    normal null limiting distribution
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    weighting
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    testing for serial independence
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    time series
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    random walk hypothesis
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    exchange rate series
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