A Gini-based time series analysis and test for reversibility
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Publication:2423186
DOI10.1007/s00362-016-0845-9zbMath1421.62131OpenAlexW2556702773MaRDI QIDQ2423186
Publication date: 21 June 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0845-9
autocorrelationautoregressiontime reversibilityGini correlationmoving block bootstrapGini regression
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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