Generalized Spectral Tests for Serial Dependence (Q4506001): Difference between revisions

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Latest revision as of 21:13, 19 March 2024

scientific article; zbMATH DE number 1507866
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English
Generalized Spectral Tests for Serial Dependence
scientific article; zbMATH DE number 1507866

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    Generalized Spectral Tests for Serial Dependence (English)
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    3 July 2001
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    Cramer-von Mises criterion
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    distribution-free tests
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    empirical distribution function
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    generalised spectrum
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    Kolmogorov-Smirnov criterion
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    multiparameter empirical process
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    nonlinear time series
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    weak convergence
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