Small sample properties of alternative tests for martingale difference hypothesis (Q631280): Difference between revisions
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Revision as of 00:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of alternative tests for martingale difference hypothesis |
scientific article |
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Small sample properties of alternative tests for martingale difference hypothesis (English)
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22 March 2011
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Monte Carlo experiment
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nonlinear dependence
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portmanteau test
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variance ratio test
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