On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
type: Item
instance of: scholarly article
title: On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
zbMATH Open document ID: 1471.62115
author: Linyuan Li
author: Shan Yao
author: P. Duchesne
published in: Computational Statistics and Data Analysis
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 6970962
zbMATH Keywords: adaptive Neyman test
zbMATH Keywords: autocorrelations
zbMATH Keywords: consistent testing
zbMATH Keywords: serial correlation
zbMATH Keywords: spectral density
zbMATH Keywords: time series
zbMATH Keywords: wavelet method
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.csda.2013.10.003
OpenAlex ID: W2070130148
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DOI: 10.1016/J.CSDA.2013.10.003
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description: scientific article; zbMATH DE number 6970962