Adaptive permutation tests for serial independence

DOI10.1111/STAN.12028zbMATH Open1541.62113MaRDI QIDQ6552784

Lanh Tat Tran, Kim P. Huynh, Chunfeng Huang, Ba Chu

Publication date: 10 June 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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