Rank-based extensions of the Brock, Dechert, and Scheinkman test

Keyphrases

• Test Statistic 100%
• Ranking Method 100%
• Limiting Distribution 100%
• Randomness Test 50%
• Monte Carlo Experiment 50%
• Regularity Conditions 50%
• Rank-based Test 50%
• Time Series Model 50%
• Finite Sample 50%
• Asymptotic Behavior 50%
• Estimation Error 50%
• Hypothesis of Randomness 50%
• Empirical Process 50%
• Model Residuals 50%

Mathematics

• Test Statistic 100%
• Statistics 100%
• Limiting Distribution 100%
• Time Series Model 50%
• Empirical Process 50%
• Functionals 50%
• Monte Carlo 50%
• Regularity Condition 50%
• Asymptotic Behavior 50%