A white noise test under weak conditions
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Publication:826992
DOI10.1016/j.jspi.2020.07.004zbMath1455.62167OpenAlexW3082512868MaRDI QIDQ826992
Arup Bose, Radhendushka Srivastava, Monika Bhattacharjee
Publication date: 6 January 2021
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.07.004
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) White noise theory (60H40)
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