A bootstrap-assisted spectral test of white noise under unknown dependence
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Publication:737899
Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20)
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Cited in
(28)- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- Robust adaptive rate-optimal testing for the white noise hypothesis
- White noise testing and model diagnostic checking for functional time series
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