TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
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Publication:4933583
DOI10.1017/S0266466609990612zbMath1290.62061OpenAlexW2132224021MaRDI QIDQ4933583
Andrew P. Blake, George Kapetanios
Publication date: 14 October 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990612
Non-Markovian processes: hypothesis testing (62M07) Neural nets and related approaches to inference from stochastic processes (62M45)
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