Pages that link to "Item:Q4012959"

The following pages link to NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE (Q4012959):

Displaying 12 items.

• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Order statistics for nonstationary time series (Q1335371) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• A new look at portmanteau tests (Q1744726) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• On histograms for linear processes (Q1923431) (← links)
• Efficient density estimation in an AR(1) model (Q6144410) (← links)