Testing for white noise against locally stationary alternatives

Statistical Analysis and Data Mining

Georg M. Goerg¹ 

[1] Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213, USA

关键词: autocorrelations;    Ljung–;    Box;    locally stationary processes;    residual check;    time‐;    varying parameters;    spurious white noise;    model fitting;    Portmanteau test;   

DOI  :  10.1002/sam.11157

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

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