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Universal codes as a basis for nonparametric testing of serial independence for time series
Affiliation:1. Siberian State University of Telecommunications and Computer Science, Russia;2. Tampere University of Technology, Finland;1. Institute of Statistics, Ulm University, Helmholtzstr. 20, 89081 Ulm, Germany;2. The University of Texas at Dallas, 0800 W. Campbell Road, Richardson, TX 75080-3021, USA;1. Universidade Federal do Rio de Janeiro, UFRJ, Programa de Planejamento Energético, Centro de Tecnologia, bloco C, sala 211 CEP 21949-972, Cidade Universitária, Ilha do Fundão, Caixa Postal: 68565, Rio de Janeiro RJ, Brazil;2. Royal Institute of Technology, KTH, School of Industrial Engineering and Management, Unit of Energy Systems Analysis, Brinellvägen 68 SE-100 44, Stockholm, Sweden;1. Faculty of Economics, Soka University, Japan;2. Department of Quantitative Finance, National Tsing Hua University, Taiwan;3. Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands;4. Tinbergen Institute, The Netherlands;5. Department of Quantitative Economics, Complutense University of Madrid, Spain;1. Dokuz Eylül University, Faculty of Engineering, Department of Industrial Engineering, İzmir 35397, Turkey;2. İzmir Bakırçay University, Department of Industrial Engineering, İzmir 35665, Turkey
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