Generalized runs tests for heteroscedastic time series (Q4385705)
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scientific article; zbMATH DE number 1143103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized runs tests for heteroscedastic time series |
scientific article; zbMATH DE number 1143103 |
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Generalized runs tests for heteroscedastic time series (English)
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15 November 1998
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test of randomness
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testing for nonhomogeneous white noise
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serial dependence
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generalized runs statistics
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portmanteau test
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aligned runs statistics
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time series
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0.8854386
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0.8737347
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0.87100387
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0.87081903
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0.8703233
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0.8680993
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