Small sample properties of alternative tests for martingale difference hypothesis (Q631280)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of alternative tests for martingale difference hypothesis |
scientific article |
Statements
Small sample properties of alternative tests for martingale difference hypothesis (English)
0 references
22 March 2011
0 references
Monte Carlo experiment
0 references
nonlinear dependence
0 references
portmanteau test
0 references
variance ratio test
0 references
