A New Test of the Martingale Difference Hypothesis (Q3368357): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q289227 |
||
| Property / author | |||
| Property / author: Chung-Ming Kuan / rank | |||
Revision as of 10:13, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Test of the Martingale Difference Hypothesis |
scientific article |
Statements
A New Test of the Martingale Difference Hypothesis (English)
0 references
27 January 2006
0 references
autocorrelation-based test
0 references
Bieren's equivalence result
0 references
martingale difference
0 references
spectrum-based test
0 references
