
A sign test for random walk hypothesis based on slopes
Author(s) -
Tae Yoon Kim,
Cheolyong Park,
Seul Gee Kim,
Chan-Jin Kim,
Hyun Kim,
Ju Hyung Yu,
Kyung Min Jang,
Young Seok Jang
Publication year - 2014
Publication title -
journal of the korean data and information science society
Language(s) - English
Resource type - Journals
ISSN - 1598-9402
DOI - 10.7465/jkdi.2014.25.2.385
Subject(s) - random walk , sign (mathematics) , sign test , test (biology) , statistics , mathematics , econometrics , psychology , geology , paleontology , mathematical analysis , mann–whitney u test , wilcoxon signed rank test