A Gini-based time series analysis and test for reversibility

DOI10.1007/s00362-016-0845-9zbMath1421.62131OpenAlexW2556702773MaRDI QIDQ2423186

Edna Schechtman, Amit Shelef

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0845-9

zbMATH Keywords

autocorrelationautoregressiontime reversibilityGini correlationmoving block bootstrapGini regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Non-parametric inference for Gini covariance and its variants ⋮ Empirical tail conditional allocation and its consistency under minimal assumptions

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