RANK TESTS FOR SERIAL DEPENDENCE

DOI10.1111/j.1467-9892.1981.tb00317.xzbMath0514.62054OpenAlexW2159249322MaRDI QIDQ3660691

Jean-Marie Dufour

Publication date: 1981

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00317.x

zbMATH Keywords

time seriesserial correlationtesting independencelinear rank statisticsvan der Waerden testsrank tests for serial dependenceWilcoxon signed- rank test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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