Testing for predictability (in Russian)
Stanislav Anatolyev
Quantile, 2006, issue 1, 39-42
Abstract:
This essay contains a short survey of existing simple tests for predictability of various characteristics of stationary time series.
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:qnt:quantl:y:2006:i:1:p:39-42
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