Rank-based Entropy Tests for Serial Independence
From MaRDI portal
Publication:3574710
DOI10.2202/1558-3708.1476zbMath1194.62065OpenAlexW2126883091MaRDI QIDQ3574710
No author found.
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/rankbased-entropy-tests-for-serial-independence(b4685c7d-5e5c-41b7-8cf0-f689cdd2b514).html
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Autocopulas: investigating the interdependence structure of stationary time series ⋮ Testing serial independence via density-based measures of divergence ⋮ Symbolic correlation integral
This page was built for publication: Rank-based Entropy Tests for Serial Independence
