Blockwise empirical entropy tests for time series regressions (Q5467601)
From MaRDI portal
scientific article; zbMATH DE number 5026128
Language | Label | Description | Also known as |
---|---|---|---|
English | Blockwise empirical entropy tests for time series regressions |
scientific article; zbMATH DE number 5026128 |
Statements
Blockwise empirical entropy tests for time series regressions (English)
0 references
24 May 2006
0 references
linear regression
0 references
Kullback-Leibler discrepancy
0 references
Lagrange multipliers test
0 references
empirical likelihood
0 references
0 references