Nonparametric entropy-based tests of independence between stochastic processes
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Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)
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Cites work
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Cited in
(21)- A non-parametric test for independence based on symbolic dynamics
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