Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
Year of publication: |
2009-06
|
---|---|
Authors: | Guay, Alain ; Guerre, Emmanuel ; Lazarová, Štěpána |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Absence of serial correlation | Data-driven nonparametric tests | Adaptive rate-optimality | Small alternatives | Time series |
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