Data-driven smooth tests for the martingale difference hypothesis (Q2445650): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven smooth tests for the martingale difference hypothesis |
scientific article |
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Data-driven smooth tests for the martingale difference hypothesis (English)
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14 April 2014
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nonlinear time series
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empirical processes
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pivotal tests
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Neyman's tests
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semiparametric efficiency
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market efficiency
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