TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
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Publication:3224040
DOI10.1017/S0266466611000065zbMath1234.62119OpenAlexW1983012699MaRDI QIDQ3224040
Publication date: 29 March 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466611000065
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07) Markov processes (60J99)
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