On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242)
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scientific article; zbMATH DE number 6970962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method |
scientific article; zbMATH DE number 6970962 |
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On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (English)
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2 November 2018
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adaptive Neyman test
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autocorrelations
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consistent testing
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serial correlation
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spectral density
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time series
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wavelet method
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0.9333055
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0.92287934
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0.89652866
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0.89616656
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0.8796316
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0.8524637
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0.8462831
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0.84270847
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