A Simple Test for White Noise in Functional Time Series

Author:

Bagchi Pramita1,Characiejus Vaidotas1,Dette Holger1

Affiliation:

1. Ruhr-Universität Bochum; Fakultät für Mathematik; Bochum Germany

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

1. Testing precise hypotheses;Berger;Statistical Science,1987

2. Billingsley P. 1995 Probability and Measure. Wiley Series in Probability and Statistics

3. Distribution of residual autocorrelations in autoregressive integrated moving average time series models;Box;Journal of the American Statistical Association,1970

4. Brillinger DR 2001 Time Series: Data Analysis and Theory

5. Asymptotic theory of estimates of kth-order spectra;Brillinger;Proceedings of the National Academy of Sciences,1967

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