White noise testing and model diagnostic checking for functional time series
Xianyang Zhang
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Zhang, Xianyang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 1, p. 76-95
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| Subject: | Block bootstrap | Functional autoregressive models | Functional linear models | Functional time series | Goodness-of-fit | Model diagnostic checking | Periodogram | Spectra-based test | White noise testing | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705041