Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399): Difference between revisions

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Latest revision as of 20:16, 11 July 2024

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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
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    Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (English)
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    18 April 2016
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    autocorrelation
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    serial dependence
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    nonparametric test
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    distribution-free test
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    heterogeneity
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    heteroskedasticity
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    symmetric distribution
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    robustness
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    exact test
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    bound
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    exponential bound
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    large deviations
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    Chebyshev inequality
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    Berry-Esséen
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    interest rates
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    Identifiers

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