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Keyword: spectral density function;
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Violetta Dalla and Javier Hidalgo
The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian...Read more...
Javier Hidalgo and Yoshihiro Yajima
We frequently observe that one of the aims of time series analysts is to predict future values of the data. For weakly dependent data, when the model is known up to a finite set of parameters, its statistical properties ...Read more...