A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2011.01.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2089867346 / rank | |||
Normal rank | |||
Revision as of 18:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap-assisted spectral test of white noise under unknown dependence |
scientific article |
Statements
A bootstrap-assisted spectral test of white noise under unknown dependence (English)
0 references
12 August 2016
0 references
hypothesis testing
0 references
spectral distribution function
0 references
time series
0 references
white noise
0 references
wild bootstrap
0 references
