Tests of serial dependence for multivariate time series with arbitrary distributions
type: Item
instance of: scholarly article
title: Tests of serial dependence for multivariate time series with arbitrary distributions
author: Bouchra R. Nasri
published in: Journal of Multivariate Analysis
publication date: 2022-09-30T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 7595189
zbMATH Keywords: arbitrary distributions
zbMATH Keywords: contiguity
zbMATH Keywords: multilinear copula
zbMATH Keywords: serial dependence
describes a project that uses: R
describes a project that uses: IndependenceTests
describes a project that uses: MixedIndTests
MaRDI profile type: Publication
full work available at URL: j.jmva.2022.105102
OpenAlex ID: W4295138710
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DOI: 10.1016/J.JMVA.2022.105102
description: scientific article; zbMATH DE number 7595189