Pages that link to "Item:Q4892826"
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The following pages link to TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826):
Displaying 21 items.
- A non-parametric independence test using permutation entropy (Q292144) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
- A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Entropy and predictability of stock market returns. (Q1858946) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models (Q4801423) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)