A nonparametric distribution-free test for serial independence of errors (Q5863570)
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scientific article; zbMATH DE number 7536057
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| English | A nonparametric distribution-free test for serial independence of errors |
scientific article; zbMATH DE number 7536057 |
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A Nonparametric Distribution-Free Test for Serial Independence of Errors (English)
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3 June 2022
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empirical processes
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generalized spectral test
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location-scale model
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parameter estimation uncertainty
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serial dependence
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unobservable errors
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0.9103069305419922
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0.9103069305419922
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0.852001428604126
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0.8441644310951233
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0.8441644310951233
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