Testing the Markov property with high frequency data (Q288343): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6584645
@@ Property / zbMATH DE Number: 6584645 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bid-ask spread
@@ Property / zbMATH Keywords: bid-ask spread / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional independence
@@ Property / zbMATH Keywords: conditional independence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+duration
@@ Property / zbMATH Keywords: duration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric testing
@@ Property / zbMATH Keywords: nonparametric testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+U-statistic
@@ Property / zbMATH Keywords: U-statistic / rank @@
+Normal rank

Revision as of 19:11, 27 June 2023