A Test of the Martingale Hypothesis (Q3368380)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Test of the Martingale Hypothesis |
scientific article |
Statements
A Test of the Martingale Hypothesis (English)
0 references
27 January 2006
0 references
Martingale hypothesis
0 references
Kolmogorov-Smirnov test
0 references
Cramer-von Mises Test
0 references
Nonlinear time series
0 references
