A New Test of the Martingale Difference Hypothesis (Q3368357): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2202/1558-3708.1191 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2020796096 / rank | |||
Normal rank | |||
Latest revision as of 20:54, 19 March 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
