vrtest (Q26594): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/vrtest, #quickstatements; #temporary_batch_1711027662947 |
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| Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / qualifier | |||||||||||||||
point in time: 20 September 2023
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Latest revision as of 18:08, 21 March 2024
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | vrtest |
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis |
Statements
31 August 2023
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A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
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20 September 2023
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