Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (Q5393900)
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scientific article; zbMATH DE number 5066832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence |
scientific article; zbMATH DE number 5066832 |
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Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (English)
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24 October 2006
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density forecasts
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entropy
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invariance
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jackknife kernel
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nonlinear time series
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random walk
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serial dependence
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smoothed bootstrap
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