Pages that link to "Item:Q5960847"

The following pages link to A nonparametric test of serial independence for time series and residuals (Q5960847):

Displaying 32 items.

• Dynamic quantile models (Q299276) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Universal codes as a basis for time series testing (Q713722) (← links)
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
• Fourier methods for testing multivariate independence (Q1023517) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
• Multivariate nonparametric test of independence (Q2374408) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Nonparametric tests of independence between random vectors (Q2474244) (← links)
• Universal codes as a basis for nonparametric testing of serial independence for time series (Q2507879) (← links)
• A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• (Q4636983) (← links)
• A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models (Q4801423) (← links)
• Tests of serial independence based on Kendall's process (Q4801846) (← links)
• Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
• Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
• Discussion of: Brownian distance covariance (Q5966379) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)