Data-driven smooth tests for the martingale difference hypothesis (Q2445650): Difference between revisions

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Latest revision as of 10:21, 8 July 2024

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Data-driven smooth tests for the martingale difference hypothesis
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    Data-driven smooth tests for the martingale difference hypothesis (English)
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    14 April 2014
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    nonlinear time series
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    empirical processes
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    pivotal tests
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    Neyman's tests
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    semiparametric efficiency
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    market efficiency
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