Testing serial non-independence by self-centring and self-normalizing (Q3396491)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing serial non-independence by self-centring and self-normalizing |
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Testing serial non-independence by self-centring and self-normalizing (English)
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18 September 2009
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empirical central limit theorem
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self-centring
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self-normalization
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exchangeable
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stationary
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mixing
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conditionally mixing
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stock daily returns
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random walk model
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