K. Nowak, B. Rajagopalan and E. Zagona (2011). “Wavelet Auto-Regressive Method (WARM) for multi-site streamflow simulation of data with non-stationary spectra,” Journal of Hydrology, 410 (1-2) 1–12.
A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...
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