When are Variance Ratio Tests for Serial Dependence Optimal? (Q4016229)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When are Variance Ratio Tests for Serial Dependence Optimal? |
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When are Variance Ratio Tests for Serial Dependence Optimal? (English)
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9 December 1992
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optimal tests
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time series
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sample variance
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filtered time series
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normality
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null of white noise
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serially dependent alternative
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variance ratio test
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mean reversion
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