Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach

Journal of the American Statistical Association

Volumn 94, Issue 448, 1999, Pages 1201-1220

  Hong, Yongmiao ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

Asymptotic normality; Bandwidth; Empirical characteristic function; Generalized spectral density; Hypothesis testing; Kernel function; Nonlinear dependence; Spectral density; Time series

Indexed keywords

EID: 0442325089     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1999.10473874     Document Type: Article

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