An automatic MDDM-based test for martingale difference hypothesis

DOI10.5705/SS.202024.0035MaRDI QIDQ7396695zbMATH OpenFDO

Authors Guochang Wang

Publication date 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202024.0035

Mathematics Subject Classification ID

Statistics (62-XX)

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