A consistent nonparametric test for serial independence

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

A non-parametric test for independence based on symbolic dynamics, Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation, Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes

Cites Work

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