Generalized spectral tests for the martingale difference hypothesis (Q278047): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6575847 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
martingale difference hypothesis | |||
Property / zbMATH Keywords: martingale difference hypothesis / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hilbert spaces | |||
Property / zbMATH Keywords: Hilbert spaces / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
generalized spectral distribution | |||
Property / zbMATH Keywords: generalized spectral distribution / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
characteristic function | |||
Property / zbMATH Keywords: characteristic function / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
S\&P 500 stock index | |||
Property / zbMATH Keywords: S\&P 500 stock index / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
exchange rates | |||
Property / zbMATH Keywords: exchange rates / rank | |||
Normal rank |
Revision as of 17:56, 27 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized spectral tests for the martingale difference hypothesis |
scientific article |
Statements
Generalized spectral tests for the martingale difference hypothesis (English)
0 references
2 May 2016
0 references
martingale difference hypothesis
0 references
Hilbert spaces
0 references
generalized spectral distribution
0 references
characteristic function
0 references
S\&P 500 stock index
0 references
exchange rates
0 references