Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
George Kapetanios; Andrew P. Blake
| Year of publication: |
2010
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|---|---|
| Authors: | Kapetanios, George ; Blake, Andrew P. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 5, p. 1363-1397
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| Subject: | Neuronale Netze | Neural networks | Martingal | Martingale | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | 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://www.econbiz.de/10008662665