A nonparametric test of serial independence based on the empirical distribution function (Q4280029)
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scientific article; zbMATH DE number 508642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric test of serial independence based on the empirical distribution function |
scientific article; zbMATH DE number 508642 |
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A nonparametric test of serial independence based on the empirical distribution function (English)
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28 June 1994
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simulation results
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degenerate von Mises statistics
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strong consistency
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testing independence
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time series
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lag one dependent alternatives
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null distribution
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size
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power
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tests of serial dependence
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higher lag dependence
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