Goodness-of-fit tests for correlated data

DOI10.1093/BIOMET/62.3.563zbMATH Open0324.62040OpenAlexW2029426779MaRDI QIDQ4088136FDOQ4088136

Authors Theo Gasser

Publication date 1975

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/62.3.563

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

Cited in

(11)

• Testing for sign and amplitude asymmetries using threshold autoregressions
• A random-projection based test of Gaussianity for stationary processes
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test
• Infrence for non-negative autoregressive schemes
• Generalized rescaled Pólya urn and its statistical application
• Goodness-of-fit tests for dependent data
• Behaviour of skewness, kurtosis and normality tests in long memory data
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• High moment partial sum processes of residuals in GARCH models and their applications

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