TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826)
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scientific article; zbMATH DE number 922072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION |
scientific article; zbMATH DE number 922072 |
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TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (English)
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19 January 1997
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serial independence tests
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multivariate sample distribution
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Hoeffding-Blum-Kiefer-Rosenblatt empirical process
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random permutation test
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ergodic alternatives
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serial dependence
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Cramer-von Mises statistic
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critical values
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Monte Carlo experiment
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random walk hypothesis of exchange rate returns
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