Testing That a Dependent Process Is Uncorrelated

From MaRDI portal
Publication:4468311


DOI10.1198/016214501753208726zbMath1072.62576WikidataQ127770951 ScholiaQ127770951MaRDI QIDQ4468311

Ignacio N. Lobato

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501753208726


62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference


Related Items

A self-normalizing approach to the specification test of mixed-frequency models, Unnamed Item, Unsupervised Self-Normalized Change-Point Testing for Time Series, The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors, An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series, Self‐normalization for Spatial Data, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, Ratio tests under limiting normality, Testing for correlation between two time series using a parametric bootstrap, MTests with a New Normalization Matrix, Unnamed Item, Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms, Adaptive Inference for Change Points in High-Dimensional Data, Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach, Portmanteau tests for periodic ARMA models with dependent errors, Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms, A portmanteau-type test for detecting serial correlation in locally stationary functional time series, Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations, Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test, A simple test of changes in mean in the possible presence of long-range dependence, The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, A unified approach to self-normalized block sampling, Fixed-smoothing asymptotics for time series, Improving the bandwidth-free inference methods by prewhitening, A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence, Multi-scale tests for serial correlation, Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval, A bootstrapped spectral test for adequacy in weak ARMA models, A tuning parameter free test for properties of space-time covariance functions, A bootstrap-assisted spectral test of white noise under unknown dependence, Semi-strong linearity testing in linear models with dependent but uncorrelated errors, Subsampling based inference for \(U\) statistics under thick tails using self-normalization, Robust M tests using kernel-based estimators with bandwidth equal to sample size, Bayesian model selection based on parameter estimates from subsamples, Testing the structural stability of temporally dependent functional observations and application to climate projections, A self-normalization break test for correlation matrix, Adjusted-range self-normalized confidence interval construction for censored dependent data, A general panel break test based on the self-normalization method, Optimal difference-based variance estimators in time series: a general framework, Goodness-of-fit tests for SPARMA models with dependent error terms, A self-normalization test for correlation change, Hypothesis testing for high-dimensional time series via self-normalization, Estimating FARIMA models with uncorrelated but non-independent error terms, Two sample inference for the second-order property of temporally dependent functional data, Robust adaptive rate-optimal testing for the white noise hypothesis, A nonstandard empirical likelihood for time series, On a general class of long run variance estimators, A general approach to the joint asymptotic analysis of statistics from sub-samples, Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix, Distribution-free tests for time series models specification, Measuring and comparing risks of different types, Rank-based change-point analysis for long-range dependent time series, ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA, Parametric Inference in Stationary Time Series Models with Dependent Errors, Testing for Predictability in Financial Returns Using Statistical Learning Procedures, Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError