A note on a specification test for time series models based on spectral density estimation
| Year of publication: |
2001
|
|---|---|
| Authors: | Dette, Holger ; Spreckelsen, Ingrid |
| Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
| Series: | Technical Report ; 2002,01 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 756603056 [GVK] hdl:10419/77189 [Handle] RePEc:zbw:sfb475:200201 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010316532