On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method

Linyuan Li, Shan Yao, Pierre Duchesne. On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method. Computational Statistics & Data Analysis, 70:308-327, 2014. [doi]

Authors

Linyuan Li

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Shan Yao

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Pierre Duchesne

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