Some Theory of Statistical Inference for Nonlinear Science
type: Item
instance of: scholarly article
title: Some Theory of Statistical Inference for Nonlinear Science
zbMATH Open document ID: 0746.62007
DOI: 10.2307/2297828
author: William A. Brock
author: Ehung G. Baek
publication date: 1992-06-25T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 11332
zbMATH Keywords: hypothesis testing
zbMATH Keywords: instability
zbMATH Keywords: number of excited degrees of freedom
zbMATH Keywords: rate of information creation
zbMATH Keywords: measure of instability
zbMATH Keywords: nonlinear science
zbMATH Keywords: chaos theory
zbMATH Keywords: mixing processes
zbMATH Keywords: formal hypothesis testing
zbMATH Keywords: statistical inference theory
zbMATH Keywords: dimension measures
zbMATH Keywords: central limit theorems
zbMATH Keywords: weakly dependent stochastic processes
zbMATH Keywords: \(U\)-statistics
zbMATH Keywords: asymptotic standard errors
zbMATH Keywords: Kolmogorov entropy estimates
zbMATH Keywords: nuisance parameter problems
zbMATH Keywords: correlation dimension measures
zbMATH Keywords: returns on weekly stock market indices
MaRDI profile type: Publication
OpenAlex ID: W2103594075
published in: Review of Economic Studies
description: scientific article; zbMATH DE number 11332