Modification of the Kolmogorov-Smirnov Statistic for Use with Correlated Data

DOI10.2307/2286297zbMath0411.62064OpenAlexW4231613109MaRDI QIDQ4197930

Marc S. Weiss

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/2286297

zbMATH Keywords

momentsnormalityspectrumcorrelated dataKolmogorov-Smirnov statisticsecond-order autoregressive process

Mathematics Subject Classification ID

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

Related Items (3)

Rough volatility via the Lamperti transform ⋮ Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation ⋮ Alternative tests for correct specification of conditional predictive densities

This page was built for publication: Modification of the Kolmogorov-Smirnov Statistic for Use with Correlated Data