Entropy testing for nonlinear serial dependence in time series
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Publication:3455813
DOI10.1093/biomet/asv007zbMath1452.62638OpenAlexW2123161552WikidataQ59426183 ScholiaQ59426183MaRDI QIDQ3455813
Simone Giannerini, Estela Bee Dagum, Esfandiar Maasoumi
Publication date: 11 December 2015
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11585/506410
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07)
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