Papers with John

DOI10.1111/JTSA.12073MaRDI QIDQ3192397zbMATH OpenOpenAlexFDO

Authors N. E. Savin

Publication date 12 October 2015

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12073

zbMATH Keywords

efficient marketshypothesis testingrandom walksstatistical independenceuncorrelatedness

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03) History of game theory, economics, and finance (91-03)

Recommendations

• Papers with John on the demand for mail
• Editorial: Introduction to the JTSA John Nankervis memorial issue
• Recollections (in memory of Stefano Benvenuti)
• Recollections of Max Born
• scientific article; zbMATH DE number 4032578

Cites work

• Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function
• Computational algorithms for double bootstrap confidence intervals
• Forecast Error Symmetry in ARIMA Models
• Inference For Autocorrelations Under Weak Assumptions
• Multiple optima and asymptotic approximations in the partial adjustment model
• Portfolio Analysis in a Stable Paretian Market
• Testing for serial correlation: generalized Andrews-Ploberger tests
• TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
• Testing the autoregressive parameter with the t statistic
• The exact moments of the least squares estimator for the autoregressive model
• The Student's t Approximation in a Stationary First Order Autoregressive Model

Cited in

(4)

• Recollections (in memory of Stefano Benvenuti)
• Julia and John revisited
• Editorial: Introduction to the JTSA John Nankervis memorial issue
• Papers with John on the demand for mail

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