Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading
From MaRDI portal
Publication:5208072
DOI10.1080/01621459.2018.1527225zbMath1428.62385arXiv1706.07840OpenAlexW3100124730MaRDI QIDQ5208072
Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.07840
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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Uses Software
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