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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- Degui Li & Oliver Linton & Zudi Lu, 2012.
"A flexible semiparametric model for time series,"
CeMMAP working papers
CWP28/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Degui Li & Oliver Linton & Zudi Lu, 2012. "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers 17/12, Monash University, Department of Econometrics and Business Statistics.
- 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.
- 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.
- Ghoudi, Kilani & Kulperger, Reg J. & Rémillard, Bruno, 2001. "A Nonparametric Test of Serial Independence for Time Series and Residuals," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 191-218, November.
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