A Max-Correlation White Noise Test for Weakly Dependent Time Series
Year of publication: |
2019
|
---|---|
Authors: | Hill, Jonathan B. |
Other Persons: | Motegi, Kaiji (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2732144 [DOI] |
Classification: | C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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