Tests of random walk: A comparison of bootstrap approaches (Q1037439)

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scientific article
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Tests of random walk: A comparison of bootstrap approaches
scientific article

    Statements

    title
    Tests of random walk: A comparison of bootstrap approaches (English)
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    publication date
    16 November 2009
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    zbMATH Keywords
    resampling
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    variance ratio
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    time series
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    cites work
    Q4781200
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    Q4869557
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    Q4869559
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    Identifiers

    Mathematics Subject Classification ID
    62G09
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    62G30
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    60G50
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    65C05
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    62M15
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    zbMATH DE Number
    5633367
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    OpenAlex ID
    W2035352209
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