A nonparametric test of serial independence for time series and residuals

DOI10.1006/jmva.2000.1967zbMath1004.62043OpenAlexW2135662767MaRDI QIDQ5960847

Kilani Ghoudi, Bruno Rémillard, Reg J. Kulperger

Publication date: 16 February 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9e3a5d06d4ba33099a07201429272f1492681bb0

zbMATH Keywords

independenceweak convergenceempirical processesresidualsCramer-von Mises statisticspseudo-observationsserial independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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Cites Work

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