Testing the martingale difference hypothesis using integrated regression functions
type: Item
instance of: scholarly article
title: Testing the martingale difference hypothesis using integrated regression functions
zbMATH Open document ID: 1157.62488
author: Carlos I. Hoyos Velasco
author: J. Carlos Escanciano
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5540559
zbMATH Keywords: nonlinear time series
zbMATH Keywords: martingale difference hypothesis
zbMATH Keywords: empirical processes
zbMATH Keywords: exchange rates
describes a project that uses: quantilogram
MaRDI profile type: Publication
full work available at URL: j.csda.2006.07.039
OpenAlex ID: W1976792908
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DOI: 10.1016/J.CSDA.2006.07.039
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description: scientific article; zbMATH DE number 5540559