Non-asymptotic tests of model performance

DOI10.1007/S00199-008-0408-YMaRDI QIDQ1031841zbMATH OpenOpenAlexFDO

Authors Sylvain Chassang

Publication date 23 October 2009

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-008-0408-y

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

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• Mixing properties of harris chains and autoregressive processes
• Probability Inequalities for Sums of Bounded Random Variables
• The Stationary Bootstrap

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(4)

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