A sequential procedure for testing the existence of a random walk model in finite samples
Year of publication: |
2008
|
---|---|
Authors: | Halkos, George ; Kevork, Ilias |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 35.2008, 8, p. 909-925
|
Publisher: |
Taylor & Francis Journals |
Subject: | random walk | critical values | uncertainty |
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