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    • Fourier-type tests involving martingale difference processes 

      Hlavka, Zdenek; Meintanis, Simos G.; Huskova, Marie; Kirch, Claudia (Taylor & Francis, 2017)
      We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its ...