The following pages link to RANK TESTS FOR SERIAL DEPENDENCE (Q3660691):
Displaying 22 items.
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Simple exact bounds for distributions of linear signed rank statistics (Q1193812) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Order statistics for nonstationary time series (Q1335371) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Rank order statistics for time series models (Q1824331) (← links)
- A test for randomness against ARMA alternatives. (Q1877528) (← links)
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem (Q2640304) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Generalized portmanteau statistics and tests of randomness (Q3738432) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
