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A general white noise test based on kernel lag-window estimates of the spectral density operator - MaRDI portal

A general white noise test based on kernel lag-window estimates of the spectral density operator

From MaRDI portal
Publication:91430

DOI10.1016/J.ECOSTA.2019.01.003MaRDI QIDQ91430

Gregory Rice, Vaidotas Characiejus

Publication date: January 2020

Published in: Econometrics and Statistics (Search for Journal in Brave)




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