SPECIFICATION TESTS FOR LATTICE PROCESSES

DOI10.1017/S0266466614000310zbMath1441.62246MaRDI QIDQ5247355

Myung Hwan Seo, Javier Hidalgo

Publication date: 24 April 2015

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Autoregressive spatial spectral estimates ⋮ A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN

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