Statistical hypothesis testing for the shape of impulse response function (Q4634831)
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scientific article; zbMATH DE number 6858761
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| English | Statistical hypothesis testing for the shape of impulse response function |
scientific article; zbMATH DE number 6858761 |
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Statistical hypothesis testing for the shape of impulse response function (English)
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11 April 2018
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cross-correlogram
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criterion for testing hypothesis
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impulse response function
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large-deviation probability
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rate of convergence
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0.8217090368270874
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0.79245924949646
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0.7916688323020935
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0.7913215160369873
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