Testing for common autocorrelation in data-rich environments
Year of publication: |
2011
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain W. J. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 3, p. 325-335
|
Subject: | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
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