On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Pierre Duchesne
| Year of publication: |
2006
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|---|---|
| Authors: | Duchesne, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 4, p. 633-676
|
| Subject: | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351876