Fourier-type tests involving martingale difference processes
Zdeněk Hlávka, Marie Hušková, Claudia Kirch, and Simos G. Meintanis
| Year of publication: |
2017
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|---|---|
| Authors: | Hlávka, Zdeněk ; Hušková, Marie ; Kirch, Claudia ; Meintanis, Simos G. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 4, p. 469-492
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| Subject: | Bootstrap test | change-point test | empirical characteristic function | martingale difference hypothesis | Bootstrap-Verfahren | Bootstrap approach | Martingal | Martingale | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.977074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795250