White noise testing using wavelets

DOI10.1002/STA4.69MaRDI QIDQ6537811zbMATH OpenFDO

Authors G. P. Nason, Delyan Savchev

Publication date 14 May 2024

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/STA4.69

zbMATH Keywords

periodogramwaveletWhite noise test

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• A frequency-domain test for multivariate white noise

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