Generalized runs tests for heteroscedastic time series (Q4385705): Difference between revisions

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Latest revision as of 11:11, 28 May 2024

scientific article; zbMATH DE number 1143103
Language Label Description Also known as
English
Generalized runs tests for heteroscedastic time series
scientific article; zbMATH DE number 1143103

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    Generalized runs tests for heteroscedastic time series (English)
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    15 November 1998
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    test of randomness
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    testing for nonhomogeneous white noise
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    serial dependence
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    generalized runs statistics
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    portmanteau test
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    aligned runs statistics
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    time series
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