搜索结果: 1-1 共查到“管理学 Noise Hypothesis”相关记录1条 . 查询时间(0.14 秒)
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Noise Hypothesis HAC Inference Automatic nonparametric tests Adaptive rate-optimality
2011/7/5
A new test is proposed for the weak white noise null hypothesis. The test is based on an automatic choice of the order for a Box-Pierce or Hong test statistic.