Nonparametric testing for serial independence using the NRL statistic

DOI10.1080/03610918.2016.1146760MaRDI QIDQ4593842zbMATH OpenOpenAlexFDO

Authors Witold Orzeszko

Publication date 15 November 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1146760

zbMATH Keywords

nonlinearitynonparametric testsNRL statisticserial independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

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