A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES
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Publication:5859558
DOI10.1017/S0266466619000367zbMath1462.62534arXiv1602.04107OpenAlexW3024561893MaRDI QIDQ5859558
Jonathan B. Hill, Kaiji Motegi
Publication date: 16 April 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.04107
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) White noise theory (60H40) Non-Markovian processes: hypothesis testing (62M07)
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