A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series
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Publication:5721570
DOI10.2307/2282721zbMath0114.10704OpenAlexW4234626318MaRDI QIDQ5721570
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/2282721
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Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Generalized runs tests for heteroscedastic time series ⋮ Generalized runs tests for the IID hypothesis ⋮ RANK TESTS FOR SERIAL DEPENDENCE
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