On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242): Difference between revisions

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Latest revision as of 04:51, 17 July 2024

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On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
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    On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (English)
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    2 November 2018
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    adaptive Neyman test
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    autocorrelations
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    consistent testing
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    serial correlation
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    spectral density
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    time series
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    wavelet method
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