Tests of random walk: A comparison of bootstrap approaches
type: Item
instance of: scholarly article
title: Tests of random walk: A comparison of bootstrap approaches
zbMATH Open document ID: 1177.62057
author: Eduardo J. A. Lima
author: Benjamin Miranda Tabak
published in: Computational Economics
publication date: 2009-11-16T00:00:00Z
full work available at URL: https://repositorio.ucb.br:9443/jspui/handle/123456789/7608
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 5633367
zbMATH Keywords: resampling
zbMATH Keywords: variance ratio
zbMATH Keywords: time series
MaRDI profile type: Publication
OpenAlex ID: W2035352209
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DOI: 10.1007/S10614-009-9180-8
description: scientific article; zbMATH DE number 5633367