Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model

Sangyeol Lee. Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 105-115, Springer, 2019. [doi]

Abstract

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