The difference-sign runs length distribution in testing for serial independence

DOI10.1080/02664761003758984MaRDI QIDQ5124822zbMATH OpenOpenAlexFDO

Authors Camillo Cammarota

Publication date 30 September 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664761003758984

zbMATH Keywords

atrial fibrillationdifference-signentropyruns testserial independencetime series

Mathematics Subject Classification ID

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

Recommendations

• A nonparametric test of serial independence based on the empirical distribution function
• A consistent nonparametric test for serial independence
• scientific article; zbMATH DE number 4020203
• A Runs Test Based on Run Lengths
• Tests of Independence in Time Series

Cites work

• Analysis of extrema of heartbeat time series in exercise test
• Asymptotic Distribution of Runs Up and Down
• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• scientific article; zbMATH DE number 3320839 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake and the author.
• The Covariance Matrix of Runs Up and Down

Cited in

(3)

• On the individuals chart with supplementary runs rules under serial dependence
• Estimating the turning point location in shifted exponential model of time series
• TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS

Describes a project that uses

Uses Software

• itsmr
• PhysioToolkit
• R

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