TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
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Publication:3168873
DOI10.1017/S0266466610000253zbMath1210.62125arXiv0906.5179MaRDI QIDQ3168873
Publication date: 27 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.5179
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
62M07: Non-Markovian processes: hypothesis testing
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