TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS
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Publication:2739266
DOI10.1017/S0266466601172051zbMath0976.62037MaRDI QIDQ2739266
Publication date: 16 December 2001
Published in: Econometric Theory (Search for Journal in Brave)
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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