Testing the Markov property with high frequency data (Q288343): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:55, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Markov property with high frequency data |
scientific article |
Statements
Testing the Markov property with high frequency data (English)
0 references
25 May 2016
0 references
bid-ask spread
0 references
conditional independence
0 references
duration
0 references
nonparametric testing
0 references
U-statistic
0 references
