Detecting conditional independence for modeling non-Gaussian time series

DOI10.1007/s42952-019-00030-yzbMath1485.62120OpenAlexW3034073350MaRDI QIDQ2131924

Deemat C. Mathew, G. Hareesh, Sudheesh Kumar Kattumannil

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-019-00030-y

zbMATH Keywords

entropybootstrapkernel estimationAR processesautoinformationlag dependence

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• bootstrap

Cites Work

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