Testing for white noise against locally stationary alternatives
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Publication:4969863
DOI10.1002/sam.11157OpenAlexW2147624744MaRDI QIDQ4969863
Publication date: 14 October 2020
Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/sam.11157
time-varying parameterslocally stationary processesautocorrelationsmodel fittingportmanteau testljung-boxresidual checkspurious white noise
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Cites Work
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