Data-driven smooth tests for the martingale difference hypothesis (Q2445650)
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scientific article; zbMATH DE number 6284716
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| English | Data-driven smooth tests for the martingale difference hypothesis |
scientific article; zbMATH DE number 6284716 |
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Data-driven smooth tests for the martingale difference hypothesis (English)
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14 April 2014
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nonlinear time series
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empirical processes
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pivotal tests
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Neyman's tests
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semiparametric efficiency
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market efficiency
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0.8654928803443909
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0.8606432676315308
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0.8606432676315308
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0.8547741770744324
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0.8524251580238342
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