Tests of serial dependence for multivariate time series with arbitrary distributions

DOI10.1016/j.jmva.2022.105102OpenAlexW4295138710MaRDI QIDQ2079632

Bouchra R. Nasri

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105102

zbMATH Keywords

contiguityserial dependencearbitrary distributionsmultilinear copula

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ Tests of independence and randomness for arbitrary data using copula-based covariances ⋮ Copula modeling from Abe Sklar to the present day

Uses Software

• R
• IndependenceTests
• MixedIndTests

Cites Work

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