Nonparametric testing for time series: A bibliography

DOI10.2307/3315073zbMath0483.62034OpenAlexW2012333731MaRDI QIDQ3942226

Jean-Marie Dufour, Yves Lepage, Hanna Zeidan

Publication date: 1982

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ce317b55a4bce01d6a2616fe338c82c68173476b

zbMATH Keywords

bibliographyrank testsBibliographypermutation testsrecordssign testsMarkov chain modelsquotasbinary and multiple runstests against ordered alternatives

Mathematics Subject Classification ID

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

Related Items (14)

A non-parametric independence test using permutation entropy ⋮ Distribution-free tests against serial dependence: Signed or unsigned ranks? ⋮ Generalized portmanteau statistics and tests of randomness ⋮ The autodependogram: a graphical device to investigate serial dependences ⋮ Testing unconditional and conditional independence via mutual information ⋮ A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test ⋮ A simple R-estimation method for semiparametric duration models ⋮ Rank-based partial aurocorrelations are not asymptotically distribution-free ⋮ Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Generalized runs tests for heteroscedastic time series ⋮ Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity ⋮ Rank statistics for serial dependence ⋮ Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic ⋮ A consistent nonparametric test for serial independence

Cites Work

• The behavior of robust estimators on dependent data
• Unnamed Item

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