On wavelet-based testing for serial correlation of unknown form using Fan’s adaptive Neyman method
Year of publication: |
2014
|
---|---|
Authors: | Li, Linyuan ; Yao, Shan ; Duchesne, Pierre |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 70.2014, C, p. 308-327
|
Publisher: |
Elsevier |
Subject: | Adaptive Neyman test | Autocorrelations | Consistent testing | Serial correlation | Spectral density | Time series | Wavelet method |
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