Robust adaptive rate-optimal testing for the white noise hypothesis
Alain Guay; Emmanuel Guerre; Štěpána Lazarová
| Year of publication: |
2013
|
|---|---|
| Authors: | Guay, Alain ; Guerre, Emmanuel ; Lazarová, Stěpána |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 176.2013, 2, p. 134-145
|
| Subject: | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| 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/10009786505