Linearity tests under the null hypothesis of a random walk...

Linearity tests under the null hypothesis of a random walk with drift

Yan, Rongguo, Zhang, Lingxiang
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Volume:
57
Language:
english
Journal:
Statistical Papers
DOI:
10.1007/s00362-015-0659-1
Date:
April, 2016
File:
PDF, 267 KB
english, 2016
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