NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

DOI10.1111/j.1467-9892.1992.tb00092.xzbMath0745.62044OpenAlexW1973369609MaRDI QIDQ4012959

Lanh Tat Tran, Ngai Hang Chan

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00092.x

zbMATH Keywords

consistencyhistogramscorrelation approachnull hypothesis of independencetests for serial dependencebilinear time series modeldistance between joint and marginal densities

Mathematics Subject Classification ID

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

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