A robust test for predictability with unknown persistence (Q2179772)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust test for predictability with unknown persistence |
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A robust test for predictability with unknown persistence (English)
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13 May 2020
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asymptotic theory
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return predictability
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kernel covariance estimation
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integrated process
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nearly integrated process
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stationary process
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