Generalized spectral tests for the martingale difference hypothesis (Q278047): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6575847
@@ 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