A robust test for predictability with unknown persistence (Q2179772): 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 06:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust test for predictability with unknown persistence |
scientific article |
Statements
A robust test for predictability with unknown persistence (English)
0 references
13 May 2020
0 references
asymptotic theory
0 references
return predictability
0 references
kernel covariance estimation
0 references
integrated process
0 references
nearly integrated process
0 references
stationary process
0 references
