Multifrequency-Band Tests for White Noise Under Heteroscedasticity
Author:
Affiliation:
1. School of Mathematics, Jilin University, Changchun, China;
2. Department of Statistics & Actuarial Science, University of Hong Kong, Pok Fu Lam Road, Hong Kong
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2020.1870478
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1. Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
2. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
3. Ten Lectures on Wavelets
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