RANK TESTS FOR SERIAL DEPENDENCE
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Cites work
- 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
- An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation
- Asymptotic Relative Efficiencies of Distribution-Free Tests of Randomness Against Normal Alternatives
- Asymptotic Relative Efficiencies of Rank Tests for Trend Alternatives
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Distribution of the Serial Correlation Coefficient
- scientific article; zbMATH DE number 3826994 (Why is no real title available?)
- scientific article; zbMATH DE number 3551712 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- Nonparametric Tests Against Trend
- SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS
- Some Concepts of Dependence
- Testing for randomness against autocorrelation: Alternative tests
- The Power of Two Difference-Sign Tests
- Time Series Significance Tests Based on Signs of Differences
Cited in
(24)- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Some robust exact results on sample autocorrelations and tests of randomness
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- Simple exact bounds for distributions of linear signed rank statistics
- Rank statistics for serial dependence
- A consistent nonparametric test for serial independence
- Order statistics for nonstationary time series
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
- Rank order statistics for time series models
- A test for randomness against ARMA alternatives.
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
- Rank-based partial aurocorrelations are not asymptotically distribution-free
- Regression discontinuity designs, white noise models, and minimax
- A simple R-estimation method for semiparametric duration models
- Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Generalized portmanteau statistics and tests of randomness
- Generalized runs tests for heteroscedastic time series
- Rank tests of unit root hypothesis with infinite variance errors
- Adaptive permutation tests for serial independence
- Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
- Generalized runs tests for the IID hypothesis
- A class of simple distribution-free rank-based unit root tests
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