Generalized Variance-Ratio Tests in the Presence of Statistical Dependence
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Publication:3192401
DOI10.1111/jtsa.12124zbMath1329.62384OpenAlexW1544906340MaRDI QIDQ3192401
John C. Nankervis, Periklis Kougoulis, Jerry Coakley
Publication date: 12 October 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://repository.essex.ac.uk/13686/1/ESEM2006_Generalized%2520VR-Tests.pdf
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Inference from stochastic processes and spectral analysis (62M15)
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