On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
DOI10.1016/j.csda.2013.10.003zbMath1471.62115OpenAlexW2070130148MaRDI QIDQ1615242
Shan Yao, Linyuan Li, Pierre Duchesne
Publication date: 2 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.10.003
time seriesserial correlationspectral densityautocorrelationsadaptive Neyman testconsistent testingwavelet method
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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