Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Garcin, Matthieu, Perot, Louis
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory Statistical Finance Trading and Market Microstructure Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.16411