The BDS statistic and residual test

DOI10.1007/S00477-002-0118-0zbMath1017.62042OpenAlexW1973710415MaRDI QIDQ1402993

D. Massart

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

zbMATH Keywords

Spearman's rank correlationBDS statisticcorrelation integralSARIMA modelAnderson's correlogram testAR Error model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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