Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190)
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scientific article; zbMATH DE number 1569437
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| English | Spectral tests of the martingale hypothesis under conditional heteroscedasticity |
scientific article; zbMATH DE number 1569437 |
Statements
Spectral tests of the martingale hypothesis under conditional heteroscedasticity (English)
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2000
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Sample spectral distribution function
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Martingale difference
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Conditional heteroscedasticity
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Cramér von-Mises statistic
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0.8504255414009094
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0.8490579724311829
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0.8489352464675903
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0.8410044312477112
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0.8221728801727295
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