Most stringent test of independence for time series

DOI10.1080/03610918.2018.1527350zbMath1489.62281OpenAlexW2900398876WikidataQ128970014 ScholiaQ128970014MaRDI QIDQ5083896

Asad Khan, Waqar Khan

Publication date: 21 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2018.1527350

zbMATH Keywords

comparisontime seriesMonte Carlo simulationpre-whiteningtests of independencesize and powerstringency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Most stringent test of null of cointegration: a Monte Carlo comparison

Cites Work

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