Local Gaussian Autocorrelation and Tests for Serial Independence
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Publication:2954303
DOI10.1111/jtsa.12195zbMath1356.62145OpenAlexW2336120369WikidataQ125265816 ScholiaQ125265816MaRDI QIDQ2954303
Publication date: 12 January 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12195
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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