Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
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Publication:1398962
DOI10.1016/S0304-4076(03)00097-6zbMath1026.62044MaRDI QIDQ1398962
Publication date: 7 August 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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