Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399)
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scientific article; zbMATH DE number 6570275
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| English | Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series |
scientific article; zbMATH DE number 6570275 |
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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (English)
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18 April 2016
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autocorrelation
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serial dependence
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nonparametric test
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distribution-free test
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heterogeneity
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heteroskedasticity
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symmetric distribution
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robustness
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exact test
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bound
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exponential bound
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large deviations
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Chebyshev inequality
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Berry-Esséen
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interest rates
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0.7502604722976685
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0.7477607727050781
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0.7462265491485596
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0.7461943030357361
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0.7411547899246216
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