Pages that link to "Item:Q1398962"
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The following pages link to Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962):
Displaying 9 items.
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Testing the random walk hypothesis through robust estimation of correlation (Q1023580) (← links)
- Geometric versus arithmetic random walk: The case of trended variables (Q1299544) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Sums of exponentials of random walks with drift (Q2909253) (← links)
- Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651) (← links)
- An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
