Nonparametric testing for serial independence using the NRL statistic

DOI10.1080/03610918.2016.1146760zbMATH Open1383.62134OpenAlexW2312323160MaRDI QIDQ4593842

Witold Orzeszko

Publication date: 15 November 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1146760

zbMATH Keywords

nonlinearityserial independencenonparametric testsNRL statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

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