Generalized Spectral Tests for Serial Dependence (Q4506001)
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scientific article; zbMATH DE number 1507866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Spectral Tests for Serial Dependence |
scientific article; zbMATH DE number 1507866 |
Statements
Generalized Spectral Tests for Serial Dependence (English)
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3 July 2001
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Cramer-von Mises criterion
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distribution-free tests
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empirical distribution function
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generalised spectrum
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Kolmogorov-Smirnov criterion
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multiparameter empirical process
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nonlinear time series
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weak convergence
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