Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques
DOI10.1111/bmsp.12109zbMath1460.62149OpenAlexW2754071639WikidataQ47623950 ScholiaQ47623950MaRDI QIDQ4638776
Publication date: 30 April 2018
Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/bmsp.12109
surrogate data methodtime series datanonnormalityresampling techniquesR package pautocorrtests of autocorrelationstests of partial autocorrelationsvectorized moving block bootstrap
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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