White noise testing and model diagnostic checking for functional time series
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Publication:2630350
DOI10.1016/j.jeconom.2016.04.004zbMath1431.62429OpenAlexW2186648004MaRDI QIDQ2630350
Publication date: 27 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.04.004
periodogramgoodness-of-fitblock bootstrapwhite noise testingfunctional linear modelsfunctional time seriesfunctional autoregressive modelsmodel diagnostic checkingspectra-based test
Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
Cites Work
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