On Detecting the Dependence of Time Series

DOI10.1080/03610926.2010.530373zbMath1237.62115arXiv1010.2576OpenAlexW2043470014MaRDI QIDQ2884890

Nikolai G. Dokuchaev

Publication date: 18 May 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2576

zbMATH Keywords

nonparametric methodsserial dependencetechnical analysiseconometrics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Economic time series analysis (91B84)

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