A robust test for predictability with unknown persistence (Q2179772)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A robust test for predictability with unknown persistence |
scientific article; zbMATH DE number 7200027
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A robust test for predictability with unknown persistence |
scientific article; zbMATH DE number 7200027 |
Statements
A robust test for predictability with unknown persistence (English)
0 references
13 May 2020
0 references
asymptotic theory
0 references
return predictability
0 references
kernel covariance estimation
0 references
integrated process
0 references
nearly integrated process
0 references
stationary process
0 references
0 references
0 references
0.8318702578544617
0 references
0.8003126382827759
0 references
0.7998323440551758
0 references
0.7978021502494812
0 references
0.789252519607544
0 references
