Detecting serial dependencies with the reproducibility probability autodependogram

DOI10.1007/s10182-013-0208-yzbMath1443.62241OpenAlexW1975558989MaRDI QIDQ1621659

Luca Bagnato, Lucio De Capitani, Antonio Punzo

Publication date: 9 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-013-0208-y

zbMATH Keywords

nonlinear time seriesautocorrelogramautodependenciesautodependogramreproducibility probability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Nonparametric dependence modeling via cluster analysis: A financial contagion application ⋮ Improving reproducibility probability estimation and preserving \textit{RP}-testing ⋮ The Kullback–Leibler autodependogram ⋮ Bivariate discrete beta kernel graduation of mortality data

Uses Software

• R

Cites Work

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• Some Methods for Strengthening the Common χ 2 Tests
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• P-Value Precision and Reproducibility

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