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Alain Guay

1 paper hereh-index 181k citations48 works total

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  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • math.ST1

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most citedRobust Adaptive Rate-Optimal Testing for the White Noise Hypothesis

10 citations · 10 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2011★ 10 cited

Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis

Alain Guay, Emmanuel Guerre, Stepana Lazarova

A new test is proposed for the weak white noise null hypothesis. The test is based on a new automatic choice of the order for a Box-Pierce or Hong test statistic. The test uses Lob…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.