The autodependogram: a graphical device to investigate serial dependences
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Cites work
- scientific article; zbMATH DE number 3954061 (Why is no real title available?)
- scientific article; zbMATH DE number 3637116 (Why is no real title available?)
- scientific article; zbMATH DE number 646819 (Why is no real title available?)
- A Dependence Metric for Possibly Nonlinear Processes
- A NEW MEASURE OF RANK CORRELATION
- A Warning on the Use of Chi-Squared Statistics With Frequency Tables With Small Expected Cell Counts
- A note on biasedness of tests of fit
- A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
- A test for independence based on the correlation dimension
- Analysis of Financial Time Series
- Are Two Classes Enough for the X2Goodness of Fit Test?
- Chi-Squared Goodness-of-Fit Tests: Cell Selection and Power
- Chi-plots for assessing dependence
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Efficiencies of chi-square and likelihood ratio goodness-of-fit tests
- Entropy-based independence test
- Exact and approximate distributions of the chi-square statistic for equiprobability
- Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
- How Many Classes in the Pearson Chi-Square Test?
- Inference For Autocorrelations Under Weak Assumptions
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Autoregression with Multiplicative Volatility and Additive mean
- Nonparametric testing for time series: A bibliography
- Nonparametric tests for serial independence based on quadratic forms
- ON A METHOD OF DETERMINING WHETHER A SAMPLE OF SIZE n SUPPOSED TO HAVE BEEN DRAWN FROM A PARENT POPULATION HAVING A KNOWN PROBABILITY INTEGRAL HAS PROBABLY BEEN DRAWN AT RANDOM
- On the Choice of the Number and Width of Classes for the Chi-Square Test of Goodness of Fit
- On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
- On the Reliability of the Classical Chi-Square Test
- Some Methods for Strengthening the Common χ 2 Tests
- Tests of independence and randomness based on the empirical copula process
- The Number and Width of Classes in the Chi-Square Test
- The Number of Classes in Chi-Squared Goodness-of-Fit Tests
- Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case
Cited in
(12)- On some properties of autopersistence functions and autopersistence graphs
- Serial dependence of NDARMA processes
- Measuring nonlinear dependence in time-series, a distance correlation approach
- The Kullback-Leibler autodependogram
- Auto-association measures for stationary time series of categorical data
- On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
- Testing serial independence via density-based measures of divergence
- Detecting serial dependencies with the reproducibility probability autodependogram
- Testing for Serial Independence: Beyond the Portmanteau Approach
- Density estimation with distribution element trees
- Correlograms for Non-Stationary Autoregressions
- Nonparametric dependence modeling via cluster analysis: A financial contagion application
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