Robust adaptive rate-optimal testing for the white noise hypothesis
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: | Theorie | Theory | Statistischer Test | Statistical test |
-
ExploRing persistence in financial time series
Lee, David, (2000)
-
Stock, James H., (2000)
-
A reality check for data snooping
White, Halbert, (2000)
- More ...
-
Adaptive rate-optimal detection of small autocorrelation coefficient
Guay, Alain, (2009)
-
A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
Guay, Alain, (2006)
-
Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
Guay, Alain, (2009)
- More ...