scientific article; zbMATH DE number 1069593
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Publication:4356554
zbMATH Open0880.62052MaRDI QIDQ4356554FDOQ4356554
Authors: Dag Tjøstheim, Hans J. Skaug 
Publication date: 5 February 1998
Title of this publication is not available (Why is that?)
Recommendations
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
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- A nonparametric distribution-free test for serial independence of errors
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Title not available (Why is that?)
- Nonparametric testing for serial independence using the NRL statistic
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
- Tests of serial independence based on Kendall's process
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
- Testing the Markov property with high frequency data
- Testing a linear dynamic panel data model against nonlinear alternatives
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
- The relationship between budgetary expenditure and economic growth in Poland
- A nonparametric test of serial independence for time series and residuals
- An efficient integrated nonparametric entropy estimator of serial dependence
- Entropy and predictability of stock market returns.
- A consistent nonparametric test for serial independence
- Linearity testing using local polynomial approximation
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Testing unconditional and conditional independence via mutual information
- Testing serial independence via density-based measures of divergence
- Statistical dependence: beyond Pearson's \(\rho\)
- Testing serial non-independence by self-centring and self-normalizing
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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