A small‐sample overlapping variance‐ratio test

DOI10.1046/J.0143-9782.2003.01804.XzbMATH Open1051.62090OpenAlexW2148106777MaRDI QIDQ4828173

Author name not available (Why is that?)

Publication date: 24 November 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1131

zbMATH Keywords

beta distributionrandom-walk hypothesissmall-sample overlapping variance-ratio test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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