A multiple variance ratio test using subsampling
type: Item
instance of: scholarly article
title: A multiple variance ratio test using subsampling
zbMATH Open document ID: 1255.62390
DOI: 10.1016/S0165-1765(02)00330-0
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6120030
zbMATH Keywords: random walk hypothesis
author: Yoon-Jae Whang
author: Jinho Kim
MaRDI profile type: Publication
cites work: A simple multiple variance ratio test
cites work: Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
cites work: A functional central limit theorem for weakly dependent sequences of random variables
cites work: Subsampling
full work available at URL: s0165-1765(02)00330-0
OpenAlex ID: W1980446846
description: scientific article; zbMATH DE number 6120030