The difference-sign runs length distribution in testing for serial independence

DOI10.1080/02664761003758984OpenAlexW2153993393MaRDI QIDQ5124822

Camillo Cammarota

Publication date: 30 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664761003758984

zbMATH Keywords

entropytime seriesserial independenceatrial fibrillationruns testdifference-sign

Mathematics Subject Classification ID

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

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Uses Software

• R
• itsmr
• PhysioToolkit

Cites Work

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• Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake and the author.
• Analysis of extrema of heartbeat time series in exercise test
• Introduction to Time Series and Forecasting
• The Covariance Matrix of Runs Up and Down
• Asymptotic Distribution of Runs Up and Down