Generalized spectral tests for the martingale difference hypothesis (Q278047)
From MaRDI portal
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
