Testing the martingale difference hypothesis using integrated regression functions
| Year of publication: |
2006
|
|---|---|
| Authors: | Escanciano, J. Carlos ; Velasco, Carlos |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2278-2294
|
| Publisher: |
Elsevier |