Testing for Pairwise Serial Independence Via the Empirical Distribution Function
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Publication:4214246
DOI10.1111/1467-9868.00134zbMath0910.62046OpenAlexW1975430198MaRDI QIDQ4214246
Publication date: 22 April 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00134
invarianceasymptotic normalityempirical distribution functionCramer-von Mises statisticsserial independenceweighting
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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