Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach

DOI10.2307/2669935zbMath1072.62632OpenAlexW4245914809MaRDI QIDQ4541263

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669935

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)

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