vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis
Version 0.97

A collection of statistical tests for martingale difference hypothesis

Package details

AuthorJae H. Kim
Date of publication2014-08-10 13:36:11
MaintainerJae H. Kim <[email protected]>
Package repositoryView on CRAN
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vrtest documentation built on May 29, 2017, 9:04 a.m.