On Fan's adaptive Neyman tests for comparing two spectral densities
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Publication:5218889
DOI10.1080/00949655.2012.667101zbMath1453.62640OpenAlexW2096324473MaRDI QIDQ5218889
Publication date: 6 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.667101
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
Related Items (3)
On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method ⋮ A computational bootstrap procedure to compare two dependent time series ⋮ Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods
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- Testing equality of stationary autocovariances
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
- Goodness-of-Fit Tests for Parametric Regression Models
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