Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190): Difference between revisions

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Latest revision as of 14:18, 3 June 2024

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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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    Spectral tests of the martingale hypothesis under conditional heteroscedasticity (English)
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    2000
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    Sample spectral distribution function
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    Martingale difference
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    Conditional heteroscedasticity
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    Cramér von-Mises statistic
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