Testing for the Markov property in time series
Bin Chen; Yongmiao Hong
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Bin ; Hong, Yongmiao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 130-178
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009520968