A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570)
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scientific article; zbMATH DE number 7536057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonparametric Distribution-Free Test for Serial Independence of Errors |
scientific article; zbMATH DE number 7536057 |
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A Nonparametric Distribution-Free Test for Serial Independence of Errors (English)
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3 June 2022
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empirical processes
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generalized spectral test
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location-scale model
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parameter estimation uncertainty
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serial dependence
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unobservable errors
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