THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622)

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THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS
scientific article

    Statements

    title
    THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (English)
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    author
    Patrick Marsh
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    publication date
    15 December 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62P20
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    zbMATH DE Number
    5648514
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