A New Test of the Martingale Difference Hypothesis (Q3368357)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Test of the Martingale Difference Hypothesis |
scientific article |
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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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