Testing serial independence using the sample distribution function
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- Miguel A. Delgado, 1996. "Testing Serial Independence Using The Sample Distribution Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(3), pages 271-285, May.
References listed on IDEAS
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- repec:wyi:journl:002087 is not listed on IDEAS
- Kheifets, Igor L., 2018. "Multivariate specification tests based on a dynamic Rosenblatt transform," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 1-14.
- Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
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- I.N. Lobato & N.E. Savin, 1996. "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics 9605004, University Library of Munich, Germany, revised 26 Sep 1996.
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- Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
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- Delgado, Miguel A. & Mora, Juan, 1998. "A nonparametric test for serial independence of errors in linear regression," DES - Working Papers. Statistics and Econometrics. WS 4675, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
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- Eunhee Kim & Sangyeol Lee, 2005. "A test for independence of two stationary infinite order autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 105-127, March.
- Ivan Kojadinovic & Jun Yan, 2011. "Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 347-373, April.
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