An efficient integrated nonparametric entropy estimator of serial dependence

DOI10.1080/07474938.2017.1307564OpenAlexW2599739173MaRDI QIDQ5864646

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Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1307564

zbMATH Keywords

entropynumerical integrationnonlinear time seriessmoothed bootstrapserial dependencenaive bootstrapsample averaging

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Econometric Reviews honors Esfandiar Maasoumi

Cites Work

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