vrtest (Q26594): Difference between revisions

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description / endescription / en
 
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
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Property / instance of: R package / rank
 
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Property / programmed in: R / rank
 
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Property / last update
 
5 September 2022
Timestamp+2022-09-05T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / last update: 5 September 2022 / rank
 
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Property / software version identifier
 
1.1
Property / software version identifier: 1.1 / rank
 
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Property / software version identifier: 1.1 / qualifier
 
publication date: 5 September 2022
Timestamp+2022-09-05T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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Property / author
 
Property / author: Jae H. Kim / rank
 
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Property / maintained by: Jae H. Kim / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / cites work
 
Property / cites work: An automatic Portmanteau test for serial correlation / rank
 
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Property / cites work
 
Property / cites work: Automatic variance ratio test under conditional heteroskedasticity / rank
 
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Property / CRAN project
 
Property / CRAN project: vrtest / rank
 
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Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / rank
 
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Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / qualifier
 
Property / Software Heritage ID: swh:1:snp:03a1e6f27b1372f879267dcc2b45733b0aa65ba6 / qualifier
 
point in time: +2023-09-20T13:56:14Z
Timestamp+2023-09-20T13:56:14Z
Timezone+00:00
CalendarGregorian
Precision1 second
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Revision as of 12:15, 25 October 2023

Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
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vrtest
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis

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