Violetta Dalla

CFDPs

CFDP 2194R Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Robust Tests for White Noise and Cross-Correlation," (April 2019, revised March 2020) [35pp, Abstract] [Supplemental material, 54 pp], (See: CFDP 2194)
CFDP 2194 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Robust Tests for White Noise and Cross-Correlation," (April 2019) [32pp, Abstract] [Supplemental material, 51 pp], (See: CFDP 2194R)
CFDP 2006 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Testing Mean Stability of Heteroskedastic Time Series," (June 2015) [48pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.