Permutation test of independence in tails for dependent processes

DOI10.3336/GM.60.2.09MaRDI QIDQ6869222zbMATH OpenFDO

Authors Darko Brborović

Publication date 23 January 2026

Published in Glasnik Matematički. Serija III (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3336/GM.60.2.09

zbMATH Keywords

central limit theoremextreme value analysispermutation testtail independence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites work

• A Combinatorial Central Limit Theorem
• Empirical properties of asset returns: stylized facts and statistical issues
• Exact and asymptotically robust permutation tests
• Heavy-Tail Phenomena
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 6193514 (Why is no real title available?)
• Permutation test of tail dependence
• Permutation testing for dependence in time series
• Some Limit Theorems for Stationary Processes
• Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
• Testing Statistical Hypotheses

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