Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.01.034
@@ Property / DOI: 10.1016/j.jeconom.2005.01.034 / rank @@
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@@ Property / author @@
-Marc Hallin
@@ Property / author: Marc Hallin / rank @@
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@@ Property / author @@
+Marc Hallin
@@ Property / author: Marc Hallin / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E15
@@ Property / Mathematics Subject Classification ID: 60E15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+6570275
@@ Property / zbMATH DE Number: 6570275 / rank @@
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@@ Property / zbMATH Keywords @@
+autocorrelation
@@ Property / zbMATH Keywords: autocorrelation / rank @@
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@@ Property / zbMATH Keywords @@
+serial dependence
@@ Property / zbMATH Keywords: serial dependence / rank @@
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@@ Property / zbMATH Keywords @@
+nonparametric test
@@ Property / zbMATH Keywords: nonparametric test / rank @@
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@@ Property / zbMATH Keywords @@
+distribution-free test
@@ Property / zbMATH Keywords: distribution-free test / rank @@
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@@ Property / zbMATH Keywords @@
+heterogeneity
@@ Property / zbMATH Keywords: heterogeneity / rank @@
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@@ Property / zbMATH Keywords @@
+heteroskedasticity
@@ Property / zbMATH Keywords: heteroskedasticity / rank @@
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@@ Property / zbMATH Keywords @@
+symmetric distribution
@@ Property / zbMATH Keywords: symmetric distribution / rank @@
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@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
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@@ Property / zbMATH Keywords @@
+exact test
@@ Property / zbMATH Keywords: exact test / rank @@
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+bound
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+exponential bound
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@@ Property / zbMATH Keywords @@
+large deviations
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+Chebyshev inequality
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+Berry-Esséen
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+interest rates
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+Q3827448
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+Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
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+RANK TESTS FOR SERIAL DEPENDENCE
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+Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
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+Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
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+Some robust exact results on sample autocorrelations and tests of randomness
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+Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
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+A Note on Symmetric Bernoulli Random Variables
@@ Property / cites work: A Note on Symmetric Bernoulli Random Variables / rank @@
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+Bounds for a nonparametric <i>t</i> table
@@ Property / cites work: Bounds for a nonparametric <i>t</i> table / rank @@
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+An Inequality of Optimal Order for the Tail Probabilities of the T Statistic Under Symmetry
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+Student's t-Test Under Symmetry Conditions
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+Probability Inequalities for Sums of Bounded Random Variables
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+On the Theory of Some Non-Parametric Hypotheses
@@ Property / cites work: On the Theory of Some Non-Parametric Hypotheses / rank @@
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+Extremal probabilistic problems and Hotelling's \(T^ 2\) test under a symmetry condition
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+Concepts of nonparametric theory
@@ Property / cites work: Concepts of nonparametric theory / rank @@
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+An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
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+On the Closeness of the Distributions of Two Sums of Independent Random Variables
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.01.034
@@ Property / DOI: 10.1016/J.JECONOM.2005.01.034 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:269399