Robust adaptive rate-optimal testing for the white noise hypothesis
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Publication:2442454
DOI10.1016/j.jeconom.2013.05.001zbMath1284.62277arXiv1106.2014MaRDI QIDQ2442454
Štěpána Lazarová, Emmanuel Guerre, Alain Guay
Publication date: 3 April 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2014
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