A note on testing hypotheses for stationary processes in the frequency domain (Q643297): Difference between revisions

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+Testing precise hypotheses. With comments and a rejoinder by the authors
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+A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series
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+Q3947020
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+Time series: theory and methods.
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+Q5690331
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+TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
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+Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities
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+A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
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+Nonparametric Comparison of Cumulative Periodograms
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+A frequency-domain based test for non-correlation between stationary time series
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+Testing nonparametric and semiparametric hypotheses in vector stationary processes
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+Tests for noncorrelation of two multivariate ARMA time series
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+Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Consistent testing for non‐correlation of two cointegrated ARMA time series
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+Asymptotic theory of statistical inference for time series
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+NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS
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+Nonparametric approach for non-Gaussian vector stationary processes
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