Last update: Sun Oct 15 02:51:08 MDT 2017
Top |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Lee:2015:MET,
author = "Jiyeon Lee and Sangyeol Lee and Siyun Park",
title = "Maximum entropy test for {GARCH} models",
journal = j-STAT-METHODOL,
volume = "22",
number = "??",
pages = "8--16",
month = jan,
year = "2015",
CODEN = "????",
ISSN = "1572-3127 (print), 1878-0954 (electronic)",
ISSN-L = "1572-3127",
bibdate = "Fri Feb 6 07:46:02 MST 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statmethodol.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S1572312714000471",
acknowledgement = ack-nhfb,
fjournal = "Statistical Methodology",
journal-URL = "http://www.sciencedirect.com/science/journal/15723127/",
}
Related entries
- entropy,
4(3)322,
7(2)84,
9(4)478,
16(z)72,
32(z)14,
33(z)55
- GARCH,
1(1)105,
25(z)1
- Lee, Sangyeol,
25(z)1
- maximum,
5(1)30,
8(4)356,
14(z)39,
20(z)40,
23(z)59
- test,
2(4)267,
2(4)285,
2(4)297,
3(4)351,
4(1)22,
4(4)423,
4(4)508,
5(2)93,
5(2)142,
5(2)160,
5(5)397,
5(5)424,
5(5)454,
5(6)502,
5(6)528,
5(6)535,
6(2)189,
6(3)251,
6(4)397,
6(5)478,
6(5)542,
6(6)553,
7(5)511,
8(1)97,
8(2)221,
8(3)304,
8(5)442,
8(6)528,
9(3)392,
9(5)537,
10(1)72,
10(1)85,
10(1)93,
11(z)22,
11(z)68,
12(z)42,
14(z)39,
16(z)83,
18(z)32,
19(z)4,
21(z)59,
21(z)88,
23(z)73,
23(z)88,
23(z)103,
25(z)1,
27(z)123,
29(z)10,
30(z)31,
33(z)160,
33(z)180