Pages that link to "Item:Q3368357"
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The following pages link to A New Test of the Martingale Difference Hypothesis (Q3368357):
Displaying 17 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- An out-of-sample, nonparametric test of the martingale difference hypothesis (Q2767967) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- Modified martingale difference correlations (Q5012350) (← links)
- (Q5224255) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
