Pages that link to "Item:Q1298443"

The following pages link to A consistent nonparametric test for serial independence (Q1298443):

Displaying 32 items.

• Testing the Markov property with high frequency data (Q288343) (← links)
• A consistent characteristic function-based test for conditional independence (Q289185) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Strongly consistent nonparametric tests of conditional independence (Q426704) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Simultaneous tests for patterned recognition using nonparametric partially sequential procedure (Q713893) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• A robust test for network generated dependence (Q1792482) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Specification test for Markov models with measurement errors (Q2252889) (← links)
• Universal codes as a basis for nonparametric testing of serial independence for time series (Q2507879) (← links)
• Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
• Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
• Testing serial non-independence by self-centring and self-normalizing (Q3396491) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE (Q4012959) (← links)
• A nonparametric test of serial independence based on the empirical distribution function (Q4280029) (← links)
• (Q4356554) (← links)
• DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
• Nonparametric testing for serial independence using the NRL statistic (Q4593842) (← links)
• (Q4636983) (← links)
• Tests of serial independence based on Kendall's process (Q4801846) (← links)
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
• A nonparametric test for serial independence of regression errors (Q4949556) (← links)
• Consistent Nonparametric Entropy-Based Testing (Q5751771) (← links)
• A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)