A consistent nonparametric test of ergodicity for time series with applications
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Publication:5942687
DOI10.1016/S0304-4076(01)00058-6zbMath0998.62045OpenAlexW3123522358WikidataQ127014704 ScholiaQ127014704MaRDI QIDQ5942687
Ian Domowitz, Mahmoud A. El-Gamal
Publication date: 19 March 2002
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00058-6
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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