Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190): Difference between revisions

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+Goodness of fit tests for spectral distributions
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+ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS
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+Stationarity of GARCH processes and of some nonnegative time series
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+Time series: theory and methods.
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+On the relation between GARCH and stable processes
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+Spectral based testing of the martingale hypothesis
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