Tests for Serial Independence and Linearity Based on Correlation Integrals
Year of publication: |
[2009]
|
---|---|
Authors: | Diks, Cees G. H. |
Other Persons: | Manzan, Sebastiano (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Statistischer Test | Statistical test | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Studies in Nonlinear Dynamics and Econometrics, Vol. 6, No. 2, 2002 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September, 16 2008 erstellt |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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