Tests of Independence in Time Series

DOI10.1111/1467-9892.00084zbMath0906.62089OpenAlexW2058314296MaRDI QIDQ3838313

Reg J. Kulperger, Richard A. Lockhart

Publication date: 9 August 1998

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00084

zbMATH Keywords

Brownian bridgemoving averagelinear statisticsautoregressive processKolmogorov-SmirnovCramer-von Misesweighted Cramer-von Misesweighted Kolmogorov-Smirnov

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Tests of independence and randomness based on the empirical copula process ⋮ Comparison of non-parametric and semi-parametric tests in detecting long memory ⋮ Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier ⋮ A nonparametric test of serial independence for time series and residuals

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