An efficient integrated nonparametric entropy estimator of serial dependence
Year of publication: |
2017
|
---|---|
Authors: | Hong, Yongmiao ; Wang, Xia ; Zhang, Wenjie ; Wang, Shouyang |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 728-780
|
Subject: | Entropy | naive bootstrap | nonlinear time series | numerical Integration | sample averaging | serial dependence | smoothed bootstrap | Entropie | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
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