Tests of serial dependence for multivariate time series with arbitrary distributions

DOI10.1016/j.jmva.2022.105102MaRDI QIDQ2079632

Bouchra R. Nasri

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105102

zbMATH Keywords

contiguity; serial dependence; arbitrary distributions; multilinear copula

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62M15: Inference from stochastic processes and spectral analysis

Uses Software

• R
• IndependenceTests
• MixedIndTests