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Testing the martingale difference hypothesis using integrated regression functions.

Juan-Carlos EscancianoCarlos Velasco
Published in: Comput. Stat. Data Anal. (2006)
Keyphrases
  • regression model
  • convex functions
  • model selection
  • test set
  • linear regression
  • data generation
  • neural network
  • basis functions
  • image processing
  • website
  • support vector
  • change detection
  • real valued functions