vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis. A collection of statistical tests for martingale difference hypothesis
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References in zbMATH (referenced in 2 articles )
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- Kelly, Morgan; Gráda, Cormac Ó.: Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (2014)
- Strandberg, Alicia Graziosi; Iglewicz, Boris: Detecting randomness: a review of existing tests with new comparisons (2014)