NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
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- scientific article; zbMATH DE number 1069593
- A consistent nonparametric test for serial independence
- Nonparametric statistics for testing of linearity and serial independence
- Nonparametric testing for serial independence using the NRL statistic
- Test for serial correlation in nonparametric regression models
- A nonparametric test of serial independence based on the empirical distribution function
Cites work
- Asymptotic efficiency of rank tests of randomness against autocorrelation
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- Bilinear Markovian representation and bilinear models
- Density estimation for time series by histograms
- scientific article; zbMATH DE number 4047369 (Why is no real title available?)
- Probability inequalities for sums of absolutely regular processes and their applications
- Rank order statistics for time series models
- The Rank Version of von Neumann's Ratio Test for Randomness
Cited in
(37)- A consistent nonparametric test for serial independence
- Density estimation for time series by histograms
- Order statistics for nonstationary time series
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Testing for serial independence of panel errors
- A new look at portmanteau tests
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- On histograms for linear processes
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Tests of serial dependence for multivariate time series with arbitrary distributions
- Non parametric portmanteau tests for detecting non linearities in high dimensions
- Detecting and modelling serial dependence in non-Gaussian and nonlinear time series. (Abstract of thesis)
- scientific article; zbMATH DE number 4015972 (Why is no real title available?)
- Entropy testing for nonlinear serial dependence in time series
- Nonparametric entropy-based tests of independence between stochastic processes
- Cloning of distributions
- scientific article; zbMATH DE number 3963024 (Why is no real title available?)
- scientific article; zbMATH DE number 4060538 (Why is no real title available?)
- A nonparametric test of serial independence based on the empirical distribution function
- Measures of Dependence and Tests of Independence
- Testing for dependence in the input to a linear time series model
- Nonparametric statistics for testing of linearity and serial independence
- Rank-based tests for autoregressive against bilinear serial dependence
- scientific article; zbMATH DE number 1069593 (Why is no real title available?)
- Generalized Spectral Tests for Serial Dependence
- Diagnostic checking for the adequacy of nonlinear time series models
- Nonparametric testing for serial independence using the NRL statistic
- A Dependence Metric for Possibly Nonlinear Processes
- Testing serial independence via density-based measures of divergence
- Most stringent test of independence for time series
- A nonparametric test for the change of the density function under association
- Nonparametric tests for serial independence based on quadratic forms
- Consistent Nonparametric Entropy-Based Testing
- Efficient density estimation in an AR(1) model
- Adaptive permutation tests for serial independence
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
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