A Nonparametric Test of Serial Independence for Time Series and Residuals
Authors:
- Kilani GhoudiKGKilani Ghoudi
- Reg J. KulpergerRKReg J. Kulperger
- Bruno RémillardBRBruno Rémillard
- 1 November 2001
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 79 (2) , 191-218
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Generalized Spectral Tests for Serial DependenceJournal of the Royal Statistical Society Series B: Statistical Methodology, 2000
- Testing for Pairwise Serial Independence Via the Empirical Distribution FunctionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1998
- On Kendall's ProcessJournal of Multivariate Analysis, 1996
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTIONJournal of Time Series Analysis, 1996
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributionsCommunications in Statistics - Theory and Methods, 1996
- A Multivariate Extension of Hoeffding's LemmaThe Annals of Probability, 1988
- On the Limiting Distribution of and Critical Values for the Multivariate Cramer-Von Mises StatisticThe Annals of Statistics, 1982
- Distribution Free Tests of Independence Based on the Sample Distribution FunctionThe Annals of Mathematical Statistics, 1961
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov TheoremsThe Annals of Mathematical Statistics, 1952
- A Non-Parametric Test of IndependenceThe Annals of Mathematical Statistics, 1948