Nonparametric testing for time series: A bibliography

DOI10.2307/3315073MaRDI QIDQ3942226zbMATH OpenOpenAlexFDO

Authors Jean-Marie Dufour, Y. Lepage, Hanna Zeidan

Publication date 1982

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ce317b55a4bce01d6a2616fe338c82c68173476b

zbMATH Keywords

Bibliographybibliographybinary and multiple runsMarkov chain modelspermutation testsquotasrank testsrecordssign teststests against ordered alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• The behavior of robust estimators on dependent data

Cited in

(14)

• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Rank statistics for serial dependence
• A consistent nonparametric test for serial independence
• A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
• Rank-based partial aurocorrelations are not asymptotically distribution-free
• A simple R-estimation method for semiparametric duration models
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic
• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity
• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• A non-parametric independence test using permutation entropy
• The autodependogram: a graphical device to investigate serial dependences
• Generalized portmanteau statistics and tests of randomness
• Generalized runs tests for heteroscedastic time series
• Testing unconditional and conditional independence via mutual information

This page was built for publication: Nonparametric testing for time series: A bibliography

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3942226)