Generalized runs tests for heteroscedastic time series
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Cites work
- scientific article; zbMATH DE number 427543 (Why is no real title available?)
- scientific article; zbMATH DE number 3881695 (Why is no real title available?)
- scientific article; zbMATH DE number 3951797 (Why is no real title available?)
- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 1124614 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES
- A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series
- Additive Partition Functions and a Class of Statistical Hypotheses
- Admissible Run-Contingency Type Tests for Independence and Markov Dependence
- Aligned rank tests for linear models with autocorrelated error terms
- An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
- Approximation Theorems of Mathematical Statistics
- Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
- MULTIPLE RUNS
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- Nonparametric Tests Against Trend
- Nonparametric testing for time series: A bibliography
- Note on Theoretical and Observed Distributions of Repetitive Occurrences
- On a Test for Randomness Based on Signs of Differences
- On the Theory of Runs with some Applications to Quality Control
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- RANK TESTS FOR SERIAL DEPENDENCE
- SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS
- Some Nonparametric Tests for Comovements Between Time Series
- Some robust exact results on sample autocorrelations and tests of randomness
- The Distribution Theory of Runs
- The Efficiencies of Tests of Randomness Against Normal Regression
- Time Series Significance Tests Based on Signs of Differences
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- XVII.—Tests for Randomness in a Series of Numerical Observations
Cited in
(13)- Marc Hallin: a commented bibliography (from 1972 to 2023)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
- Simplicial bivariate tests for randomness
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
- Generalized runs tests for the IID hypothesis
- A conversation with Marc Hallin
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals
- The quantilogram: with an application to evaluating directional predictability
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- IID time series testing
- Tests of serial dependence for multivariate time series with arbitrary distributions
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