Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399): Difference between revisions
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| Property / author: Marc Hallin / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6570275 / rank | |||
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| Property / zbMATH Keywords | |||
autocorrelation | |||
| Property / zbMATH Keywords: autocorrelation / rank | |||
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serial dependence | |||
| Property / zbMATH Keywords: serial dependence / rank | |||
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nonparametric test | |||
| Property / zbMATH Keywords: nonparametric test / rank | |||
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distribution-free test | |||
| Property / zbMATH Keywords: distribution-free test / rank | |||
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heterogeneity | |||
| Property / zbMATH Keywords: heterogeneity / rank | |||
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heteroskedasticity | |||
| Property / zbMATH Keywords: heteroskedasticity / rank | |||
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symmetric distribution | |||
| Property / zbMATH Keywords: symmetric distribution / rank | |||
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robustness | |||
| Property / zbMATH Keywords: robustness / rank | |||
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exact test | |||
| Property / zbMATH Keywords: exact test / rank | |||
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bound | |||
| Property / zbMATH Keywords: bound / rank | |||
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exponential bound | |||
| Property / zbMATH Keywords: exponential bound / rank | |||
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large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
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Chebyshev inequality | |||
| Property / zbMATH Keywords: Chebyshev inequality / rank | |||
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Berry-Esséen | |||
| Property / zbMATH Keywords: Berry-Esséen / rank | |||
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interest rates | |||
| Property / zbMATH Keywords: interest rates / rank | |||
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Revision as of 15:12, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series |
scientific article |
Statements
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (English)
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18 April 2016
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autocorrelation
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serial dependence
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nonparametric test
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distribution-free test
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heterogeneity
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heteroskedasticity
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symmetric distribution
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robustness
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exact test
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bound
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exponential bound
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large deviations
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Chebyshev inequality
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Berry-Esséen
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interest rates
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