Multifrequency-band tests for white noise under heteroscedasticity
Mengya Liu, Fukang Zhu, and Ke Zhu
| Year of publication: |
2022
|
|---|---|
| Authors: | Liu, Mengya ; Zhu, Fukang ; Zhu, Ke |
| Subject: | Wavelets | Heteroscedasticity | Automatic multifrequency-band test | Maximum overlap discrete wavelet packet transform | Multifrequency-band tests | Testing for white noise | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Heteroskedastizität | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1870478 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534533