Information-Theoretic Analysis of Serial Dependence and Cointegration (Q3368230)

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Information-Theoretic Analysis of Serial Dependence and Cointegration
scientific article

    Statements

    title
    Information-Theoretic Analysis of Serial Dependence and Cointegration (English)
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    author
    Felipe M. Aparicio
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    Alvaro Escribano
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    publication date
    27 January 2006
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    zbMATH Keywords
    information-theoretic statistics
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    long memory
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    cointegration
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    nonlinearity
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62B10
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    62P20
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    zbMATH DE Number
    5002305
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    OpenAlex ID
    W2021019481
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