Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models
Xiaofeng Shao
| Year of publication: |
2011
|
|---|---|
| Authors: | Shao, Xiaofeng |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 2, p. 312-343
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| 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://ebvufind01.dmz1.zbw.eu/10009310782