Pages that link to "Item:Q2739266"
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The following pages link to TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS (Q2739266):
Displayed 12 items.
- Multi-scale tests for serial correlation (Q473345) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Wavelet-based prediction of oil prices (Q2483615) (← links)
- Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043) (← links)
- Errors-in-variables estimation with wavelets (Q5300753) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)