A New Test of the Martingale Difference Hypothesis (Q3368357)
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scientific article; zbMATH DE number 5002408
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A New Test of the Martingale Difference Hypothesis |
scientific article; zbMATH DE number 5002408 |
Statements
A New Test of the Martingale Difference Hypothesis (English)
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27 January 2006
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autocorrelation-based test
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Bieren's equivalence result
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martingale difference
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spectrum-based test
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0.9662484
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0.92658526
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0.91186476
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0.89956236
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0.8939561
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0.89026886
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0.8902314
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