Generalized spectral tests for serial dependence
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Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Methodological).
Volume (Year): 62 (2000)
Issue (Month): 3 ()
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- repec:wyi:wpaper:001955 is not listed on IDEAS
- repec:wyi:journl:002087 is not listed on IDEAS
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- Gao, Jiti & Pan, Guangming & Yang, Yanrong, 2012. "Testing Independence for a Large Number of High–Dimensional Random Vectors," MPRA Paper 45073, University Library of Munich, Germany, revised 15 Mar 2013.
- Holger Dette & Marc Hallin & Tobias Kley & Stanislav Volgushev, 2011. "Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis," Working Papers ECARES ECARES 2011-038, ULB -- Universite Libre de Bruxelles.
- Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
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