Generalized runs tests for heteroscedastic time series
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Publication:4385705
DOI10.1080/10485259808832735zbMath0899.62058OpenAlexW2046396154MaRDI QIDQ4385705
Jean-Marie Dufour, Marc Hallin, Ivan Mizera
Publication date: 15 November 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259808832735
time seriesserial dependenceportmanteau testtest of randomnessaligned runs statisticsgeneralized runs statisticstesting for nonhomogeneous white noise
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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