Blockwise empirical entropy tests for time series regressions (Q5467601)
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scientific article; zbMATH DE number 5026128
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Blockwise empirical entropy tests for time series regressions |
scientific article; zbMATH DE number 5026128 |
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Blockwise empirical entropy tests for time series regressions (English)
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24 May 2006
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linear regression
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Kullback-Leibler discrepancy
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Lagrange multipliers test
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empirical likelihood
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0.7634843587875366
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0.7512444853782654
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0.7447296380996704
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0.7347457408905029
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0.7321425676345825
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