Generalized Spectral Tests for Serial Dependence
Publication:4506001
DOI10.1111/1467-9868.00250zbMath0963.62043OpenAlexW2111492463MaRDI QIDQ4506001
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
weak convergencenonlinear time seriesempirical distribution functiondistribution-free testsgeneralised spectrumKolmogorov-Smirnov criterionmultiparameter empirical processCramer-von Mises criterion
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)
Related Items (26)
This page was built for publication: Generalized Spectral Tests for Serial Dependence