Fourier–type tests involving martingale difference processes (Q5864443)
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scientific article; zbMATH DE number 7537902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier–type tests involving martingale difference processes |
scientific article; zbMATH DE number 7537902 |
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Fourier–type tests involving martingale difference processes (English)
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7 June 2022
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bootstrap test
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change-point test
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empirical characteristic function
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martingale difference hypothesis
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