THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stationarity of GARCH processes and of some nonnegative time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power Transformations to Induce Normality and their Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Multivariate Test for One-Sided Alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: When are Variance Ratio Tests for Serial Dependence Optimal? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral tests of the martingale hypothesis under conditional heteroscedasticity / rank
 
Normal rank

Revision as of 15:47, 27 June 2024

scientific article; zbMATH DE number 5229324
Language Label Description Also known as
English
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
scientific article; zbMATH DE number 5229324

    Statements