A nonparametric test for serial independence of regression errors (Q4949556)
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scientific article; zbMATH DE number 1441450
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| English | A nonparametric test for serial independence of regression errors |
scientific article; zbMATH DE number 1441450 |
Statements
A nonparametric test for serial independence of regression errors (English)
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16 December 2001
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Hoeffding-Blum-Kiefer-Rosenblatt statistic
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serial independence test
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strictly stationary discrete time process
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empirical process based on residuals
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0.9103069305419922
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0.8705018162727356
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0.8588346242904663
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0.8534985780715942
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