Some Nonparametric Tests for Comovements Between Time Series

DOI10.2307/2282326zbMATH Open0108.15602OpenAlexW4245559804MaRDI QIDQ3844034FDOQ3844034

Authors: Leo A. Goodman, Yehuda Grunfeld 

Publication date: 1961

Full work available at URL: https://doi.org/10.2307/2282326

zbMATH Keywords

statistics

Cited In (3)

• On Bartlett's test for correlation between time series.
• Stochastic rearrangement inequalities
• Generalized runs tests for heteroscedastic time series

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