A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218): Difference between revisions

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-.1016/j.jeconom.2006.05.009
@@ Property / DOI: 10.1016/j.jeconom.2006.05.009 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number: 6578065 / rank @@
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+kernel
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@@ Property / zbMATH Keywords @@
+time series
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@@ Property / cites work @@
+Likelihood of a model and information criteria
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+Time-reversibility of linear stochastic processes
@@ Property / cites work: Time-reversibility of linear stochastic processes / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2006.05.009
@@ Property / DOI: 10.1016/J.JECONOM.2006.05.009 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:280218