TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
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Publication:3224040
DOI10.1017/S0266466611000065zbMath1234.62119MaRDI QIDQ3224040
Publication date: 29 March 2012
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
62M07: Non-Markovian processes: hypothesis testing
60J99: Markov processes
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