Robust tests for white noise and cross-correlation

by Violetta Dalla, Liudas Giraitis, and Peter C.B. Phillips

Year of publication:	April 17, 2019
Authors:	Dalla, Violetta ; Giraitis, Liudas ; Phillips, Peter C. B.
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Serial correlation \| cross-correlation \| heteroskedasticity \| martingale differences \| Korrelation \| Correlation \| Theorie \| Theory \| Heteroskedastizität \| Heteroscedasticity \| Martingal \| Martingale \| Robustes Verfahren \| Robust statistics \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Autokorrelation \| Autocorrelation

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