Tests for serial correlation in mean and variance of a sequence of time series objects

DOI10.1080/00949655.2016.1217336OpenAlexW2519179546MaRDI QIDQ5106791

Taewook Lee, Cheol-Woo Park

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1217336

zbMATH Keywords

autocorrelationwild bootstrapKolmogorov-Smirnov testLjung-Box testtime series objects

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A sliding window-based multi-stage clustering and probabilistic forecasting approach for large multivariate time series data

Cites Work

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