Asymptotic distribution theory for nonparametric entropy measures of serial dependence
by Yongmiao Hong and Halbert White
| Year of publication: |
2005
|
|---|---|
| Authors: | Hong, Yongmiao ; White, Halbert |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 3, p. 837-901
|
| Subject: | Entropie | Entropy | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002876743