Testing serial independence with functional data
Author:
Funder
Grantová Agentura Ceské Republiky
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11749-020-00732-0.pdf
Reference44 articles.
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2. Aue A, Horváth L, Pellatt DF (2017) Functional generalized autoregressive conditional heteroskedasticity. J Time Ser Anal 38(1):3–21
3. Billingsley P (1995) Probability and measure. Wiley, London
4. Box GE, Pierce DA (1970) Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J Am Stat Assoc 65(332):1509–1526
5. Çapar U (1992) Empirical characteristic functional analysis and inference in sequence spaces. In: Probabilistic and stochastic methods in analysis, with applications. Springer, pp 517–534
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