White noise testing for functional time series
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Cites work
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Cited in
(7)- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- scientific article; zbMATH DE number 4199399 (Why is no real title available?)
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- Detecting relevant deviations from the white noise assumption for non-stationary time series
- A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
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