The BDS statistic and residual test
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Publication:1402993
DOI10.1007/s00477-002-0118-0zbMath1017.62042MaRDI QIDQ1402993
Publication date: 31 August 2003
Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00477-002-0118-0
Spearman's rank correlation; BDS statistic; correlation integral; SARIMA model; Anderson's correlogram test; AR Error model
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics