vrtest-package: Variance Ratio tests and other tests for Martingale...

vrtest-packageR Documentation

Variance Ratio tests and other tests for Martingale Difference Hypothesis

Description

A collection of variance ratio and spectral shapte tests

Details

Package: vrtest
Type: Package
Version: 1.2
Date: 2023-08-31
License: GPL-2

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>


vrtest documentation built on Aug. 31, 2023, 9:08 a.m.