Multi-scale tests for serial correlation
type: Item
instance of: scholarly article
title: Multi-scale tests for serial correlation
zbMATH Open document ID: 1332.62297
author: Daniele Signori
author: Ramazan Gençay
published in: Journal of Econometrics
publication date: 2014-11-24T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6372126
zbMATH Keywords: serial correlation
zbMATH Keywords: wavelets
zbMATH Keywords: independence
zbMATH Keywords: discrete wavelet transformation
zbMATH Keywords: maximum overlap wavelet transformation
zbMATH Keywords: variance ratio test
zbMATH Keywords: variance decomposition
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.jeconom.2014.08.002
OpenAlex ID: W2107781784
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DOI: 10.1016/J.JECONOM.2014.08.002
description: scientific article; zbMATH DE number 6372126