scientific article; zbMATH DE number 1069593

zbMATH Open0880.62052MaRDI QIDQ4356554FDOQ4356554

Hans J. Skaug, Dag Tjøstheim

Publication date: 5 February 1998

Title of this publication is not available (Why is that?)

zbMATH Keywords

bootstraptime seriesARMA modelstesting independenceestimated densities

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (25)

• A new statistic and practical guidelines for nonparametric Granger causality testing
• A nonparametric test of serial independence based on the empirical distribution function
• A non-parametric independence test using permutation entropy
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• 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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