Tests of serial dependence for multivariate time series with arbitrary distributions
- 9 September 2022
- journal article
- research article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 192
Abstract
No abstract availableKeywords
Funding Information
- Natural Sciences and Engineering Research Council of Canada
- Santé
- Nature et technologies
This publication has 33 references indexed in Scilit:
- An automatic Portmanteau test for serial correlationJournal of Econometrics, 2009
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula processAnnals of the Institute of Statistical Mathematics, 2009
- Tests of serial independence based on Kendall's processCanadian Journal of Statistics, 2002
- Generalized Spectral Tests for Serial DependenceJournal of the Royal Statistical Society Series B: Statistical Methodology, 2000
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density ApproachJournal of the American Statistical Association, 1999
- Generalized runs tests for heteroscedastic time seriesJournal of Nonparametric Statistics, 1998
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCEJournal of Time Series Analysis, 1987
- Asymptotic Optimality of Fisher's Method of Combining Independent Tests IIJournal of the American Statistical Association, 1973
- Asymptotic Optimality of Fisher's Method of Combining Independent TestsJournal of the American Statistical Association, 1971
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series ModelsJournal of the American Statistical Association, 1970