Testing equality of spectral densities using randomization techniques
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Publication:2348723
DOI10.3150/13-BEJ584zbMath1320.62081arXiv1506.00827OpenAlexW1989125161MaRDI QIDQ2348723
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00827
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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