Testing serial non-independence by self-centring and self-normalizing (Q3396491)
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scientific article; zbMATH DE number 5604763
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| English | Testing serial non-independence by self-centring and self-normalizing |
scientific article; zbMATH DE number 5604763 |
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Testing serial non-independence by self-centring and self-normalizing (English)
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18 September 2009
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empirical central limit theorem
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self-centring
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self-normalization
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exchangeable
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stationary
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mixing
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conditionally mixing
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stock daily returns
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random walk model
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0.91819215
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0.9059204
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0.8974909
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0.88802665
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0.88647884
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