Generalized Spectral Tests for Serial Dependence

DOI10.1111/1467-9868.00250zbMath0963.62043OpenAlexW2111492463MaRDI QIDQ4506001

Yongmiao Hong

Publication date: 3 July 2001

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00250

zbMATH Keywords

weak convergencenonlinear time seriesempirical distribution functiondistribution-free testsgeneralised spectrumKolmogorov-Smirnov criterionmultiparameter empirical processCramer-von Mises criterion

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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