An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010)
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scientific article; zbMATH DE number 7248378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence |
scientific article; zbMATH DE number 7248378 |
Statements
An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (English)
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16 September 2020
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lack of autocorrelations
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portmanteau test
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fixed-smoothing asymptotics
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\(F\) distribution
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orthonormal series variance estimator
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