On testing for serial correlation of unknown form using wavelet thresholding

DOI10.1016/j.csda.2009.11.012zbMath1284.62513OpenAlexW2054671350MaRDI QIDQ2445707

Pierre Duchesne, Linyuan Li, Jill Vandermeerschen

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.11.012

Mathematics Subject Classification ID

Related Items (4)

On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method ⋮ Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods ⋮ Multi-scale tests for serial correlation ⋮ On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators

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