Testing nonparametric and semiparametric hypotheses in vector stationary processes

Journal of Multivariate Analysis

Volumn 99, Issue 5, 2008, Pages 968-1009

  Eichler, Michael ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Frequency domain approach; Goodness of fit test; Nonparametric and semiparametric tests; Partial noncorrelation; Spectral density matrix

Indexed keywords

EID: 40749102021     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2007.06.003     Document Type: Article

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