Multi-scale tests for serial correlation (Q473345)
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scientific article; zbMATH DE number 6372126
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-scale tests for serial correlation |
scientific article; zbMATH DE number 6372126 |
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Multi-scale tests for serial correlation (English)
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24 November 2014
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serial correlation
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wavelets
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independence
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discrete wavelet transformation
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maximum overlap wavelet transformation
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variance ratio test
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variance decomposition
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0.8519071936607361
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0.8428311944007874
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0.8400328755378723
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0.839762270450592
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0.8341065645217896
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