"Data-driven smooth tests for the martingale difference hypothesis."

Juan-Carlos Escanciano, Silvia Mayoral (2010)

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DOI: 10.1016/J.CSDA.2010.02.023

access: closed

type: Journal Article

metadata version: 2020-10-26

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Juan-Carlos Escanciano, Silvia Mayoral:
Data-driven smooth tests for the martingale difference hypothesis. Comput. Stat. Data Anal. 54(8): 1983-1998 (2010)

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