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A New Test of the Martingale Difference Hypothesis - MaRDI portal

A New Test of the Martingale Difference Hypothesis (Q3368357)

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English
A New Test of the Martingale Difference Hypothesis
scientific article

    Statements

    title
    A New Test of the Martingale Difference Hypothesis (English)
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    author
    Wei-Ming Lee
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    Chung-Ming Kuan
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    publication date
    27 January 2006
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    zbMATH Keywords
    autocorrelation-based test
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    Bieren's equivalence result
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    martingale difference
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    spectrum-based test
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    Identifiers

    zbMATH DE Number
    5002408
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    OpenAlex ID
    W2020796096
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