Bootstrap specification tests for linear covariance stationary processes

DOI10.1016/j.jeconom.2005.06.015zbMath1345.62071OpenAlexW2022427045MaRDI QIDQ275265

Jens-Peter Kreiss, Javier Hidalgo

Publication date: 25 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.015

zbMATH Keywords

Gaussian processeslinear processesgoodness-of-fitspectral distributionbootstrap tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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