Some Theory of Statistical Inference for Nonlinear Science

DOI10.2307/2297828zbMath0746.62007OpenAlexW2103594075MaRDI QIDQ3974260

Ehung G. Baek, William A. Brock

Publication date: 25 June 1992

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8d16f6cb9763656138a86b2c34143edaf0f13b6f

zbMATH Keywords

instabilityhypothesis testingcentral limit theorems\(U\)-statisticschaos theorymixing processesasymptotic standard errorsnonlinear sciencecorrelation dimension measuresdimension measuresformal hypothesis testingKolmogorov entropy estimatesmeasure of instabilitynuisance parameter problemsnumber of excited degrees of freedomrate of information creationreturns on weekly stock market indicesstatistical inference theoryweakly dependent stochastic processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Statistical methods; economic indices and measures (91B82) Statistical aspects of information-theoretic topics (62B10)

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