Multi-scale tests for serial correlation
Ramazan Gençay; Daniele Signori
| Year of publication: |
2015
|
|---|---|
| Authors: | Gençay, Ramazan ; Signori, Daniele |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 1, p. 62-80
|
| Subject: | Serial correlation | Wavelets | Independence | Discrete wavelet transformation | Maximum overlap wavelet transformation | Variance ratio test | Variance decomposition | Zustandsraummodell | State space model | Korrelation | Correlation | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326817