Small sample properties of alternative tests for martingale difference hypothesis (Q631280)
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scientific article; zbMATH DE number 5869258
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| English | Small sample properties of alternative tests for martingale difference hypothesis |
scientific article; zbMATH DE number 5869258 |
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Small sample properties of alternative tests for martingale difference hypothesis (English)
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22 March 2011
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Monte Carlo experiment
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nonlinear dependence
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portmanteau test
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variance ratio test
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0.8693023920059204
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0.8693023920059204
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0.8573179841041565
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0.8570793271064758
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0.832874059677124
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