Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes
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Publication:3564822
DOI10.1080/07474930903451557zbMath1187.62083OpenAlexW2014449231MaRDI QIDQ3564822
Publication date: 26 May 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10438/957
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07) Statistical aspects of information-theoretic topics (62B10)
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