Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (Q1600863)
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scientific article; zbMATH DE number 1756510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation |
scientific article; zbMATH DE number 1756510 |
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Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (English)
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16 June 2002
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time series
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Markov chain
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Monte Carlo simulation
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efficient market hypothesis
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