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The following pages link to Kendall's tau for serial dependence (Q4527901):

Displaying 33 items.

Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
Stat trek. An interview with Christian Genest (Q325009) (← links)
On the need for structure modelling in sequence prediction (Q331679) (← links)
A review of copula models for economic time series (Q443763) (← links)
Quasi-arithmetic means of covariance functions with potential applications to space-time data (Q1026369) (← links)
Statistical properties of the fuzzy \(p\)-value (Q1726416) (← links)
Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048) (← links)
Fast surrogates of U-statistics (Q2445571) (← links)
A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics (Q2455701) (← links)
Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
Some asymptotic results for the number of generalized records (Q2488469) (← links)
Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
Analysis of Bivariate Coupling by Means of Recurrence (Q2847942) (← links)
On Kendall's Autocorrelations (Q2920001) (← links)
О некоторых свойствах симметричной копулы Граббса (Q3120995) (← links)
Order Patterns in Time Series (Q3505322) (← links)
On blest's measure of rank correlation (Q4457768) (← links)
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ (Q4559456) (← links)
Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
Tests of serial independence based on Kendall's process (Q4801846) (← links)
Testing Kendall's τ for a large class of dependent sequences (Q5119171) (← links)
On inference for Kendall's τ within a longitudinal data setting (Q5127109) (← links)
On Hodges and Lehmann’s “6/π Result” (Q5167883) (← links)
Permutation Entropy and Order Patterns in Long Time Series (Q5280124) (← links)
One‐ and Two‐Sample Tests of Kendall's τ (Q5750154) (← links)
Bayesian Inference for Kendall’s Rank Correlation Coefficient (Q5882548) (← links)
An entropy-based measure of correlation for time series (Q6490368) (← links)
Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
Simultaneous computation of Kendall's tau and its jackknife variance (Q6589424) (← links)
A conversation with Marc Hallin (Q6612362) (← links)