On nonparametric and semiparametric testing for multivariate linear time series
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Publication:1043750
DOI10.1214/08-AOS610zbMath1369.62246arXiv0909.0433OpenAlexW2007690683MaRDI QIDQ1043750
Yoshihiro Yajima, Yasumasa Matsuda
Publication date: 9 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0433
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)
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