Testing for dependence in the input to a linear time series model

DOI10.1080/10485259608832672zbMath0879.62081OpenAlexW2079433491MaRDI QIDQ4345896

Melvin J. Hinich

Publication date: 16 December 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832672

zbMATH Keywords

asymptotic propertiesconsistent testbicovariancesnon Gaussian data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

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