Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
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: | Schätztheorie | Estimation theory | Martingal | Martingale | Neuronale Netze | Neural networks | Nichtparametrisches Verfahren | Nonparametric statistics |
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