A bootstrap-assisted spectral test of white noise under unknown dependence

By Xiaofeng Shao. 2011

60 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c4447baee5e27fe732884d74e73afa0c6a61307a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Carsten Jentsch
2. Carsten Trenkler
3. R. Brüggemann

In Finance

1. Carsten Jentsch
2. Carsten Trenkler
3. R. Brüggemann

In Statistics and Probability

1. Carsten Jentsch
2. Carsten Trenkler
3. R. Brüggemann

Citations in the corpus

• Robust Spectral Analysis (2011, unknown): “2 of van der Vaart (1998) then give cn,τ (1− α)→p c∞(1− α).”
• Inference in VARs with Conditional Heteroskedasticity of Unknown Form (2016, methodology): “Bootstrap (d) has been recently proposed by Shao (2011) to white noise testing and applied in the context of unit root testing by Smeekes & Urbain (2014).”