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Entropy testing for nonlinear serial dependence in time series

https://doi.org/10.1093/biomet/asv007
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Introduction to Statistical Time Series
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Analysis of Financial Time Series
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Nonlinear Time Series Models: Testing and Applications
inferredcites →https://doi.org/10.1007/978-1-4612-2412-9_27openalex-snapshot
Testing for Serial Independence Using Measures of Distance between Densities
inferredcites →https://doi.org/10.1007/978-1-4757-3464-5openalex-snapshot
Chaos: A Statistical Perspective
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Density Estimation for Statistics and Data Analysis
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On measures of dependence
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Testing for nonlinearity in time series: the method of surrogate data
inferredcites →https://doi.org/10.1016/b978-0-444-53858-1.00003-xopenalex-snapshot
The Quest for Nonlinearity in Time Series
inferredcites →https://doi.org/10.1016/s0378-3758(97)00146-8openalex-snapshot
Linearity testing using local polynomial approximation
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From Finite Sample to Asymptotic Methods in Statistics
inferredcites →https://doi.org/10.1017/cbo9780511806957.013openalex-snapshot
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Relative Entropy Measures of Multivariate Dependence
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Measures of Dependence and Tests of Independence
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A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
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A New Bispectral Test for NonLinear Serial Dependence
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Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes
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On the validity of the method of surrogate data
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Nonparametric Tests of Linearity for Time Series
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Non-linear Time Series
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Constrained Randomization of Time Series Data
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BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
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A Dependence Metric for Possibly Nonlinear Processes
inferredcites →https://doi.org/10.1111/j.1468-0262.2005.00597.xopenalex-snapshot
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
inferredcites →https://doi.org/10.1198/tech.2001.s67openalex-snapshot
A Course in Time Series Analysis
inferredcites →https://doi.org/10.1198/tech.2006.s405openalex-snapshot
Analysis of Financial Time Series
inferredcites →https://doi.org/10.1201/9781315140919openalex-snapshot
Density Estimation for Statistics and Data Analysis
inferredcites →https://doi.org/10.1214/ss/1023798998openalex-snapshot
Bootstraps for Time Series
inferredcites →https://doi.org/10.2307/1268718openalex-snapshot
Introduction to Statistical Time Series
inferredcites →https://doi.org/10.2307/1270070openalex-snapshot
Time Series: Theory and Methods
inferredcites →https://doi.org/10.2307/2298005openalex-snapshot
Consistent Nonparametric Entropy-Based Testing
inferredcites →https://doi.org/10.2307/2965736openalex-snapshot
Introduction to Statistical Time Series (2nd ed.)
inferredcites →https://doi.org/10.2307/3318584openalex-snapshot
Sieve Bootstrap for Time Series
inferredcites →https://doi.org/10.2307/3318711openalex-snapshot
A New Mixing Notion and Functional Central Limit Theorems for a Sieve Bootstrap in Time Series
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R: A Language and Environment for Statistical Computing

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Entropy, Search Trajectories, and Explainability for Frequency Fitness Assignment
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Windowing Compensation in Fourier Based Surrogate Analysis and Application to EEG Signal Classification
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Generalized multivariate threshold autoregressive models with linearly partitioned threshold space
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Noise or Non-Linearity?
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tseriesEntropy: Entropy Based Analysis and Tests for Time Series
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Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact
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Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy
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A Nonparametric Approach to Measure the Heterogeneous Spatial Association: Under Spatial Temporal Data
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