Add to ORKGIn analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper
This thesis deals with tests of serial independence for functional time series. The first part of th...
Serial dependence in non-linear time series cannot always be reliably quantified using linear autoco...
A general approach to testing serial dependence restrictions implied from financial models is develo...
SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-09) / BLDSC - Britis...
The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate ...
The Ljung-Box test is typically used to test serial independence even if, by construction, it is gen...
A test for serial independence is proposed which is related to the BDS test but focuses on tail even...
The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate ...
PhDThe degree of dependence inherent in a dataset, either in the time series domain or in multivari...
Abstract. A family of linear rank statistics is proposed in order to test the independence of a time...
The contingency table literature on tests for dependence among discrete multi-category variables ass...
Portmanteau tests are typically used to test serial independence even if, by construction, they are ...
This paper provides a general methodology for testing for dependence in time series data, with parti...
Abstract This paper provides a general methodology for testing for dependence in time series data, w...
<p>Portmanteau tests are typically used to test serial independence even if, by construction, they a...
This thesis deals with tests of serial independence for functional time series. The first part of th...
Serial dependence in non-linear time series cannot always be reliably quantified using linear autoco...
A general approach to testing serial dependence restrictions implied from financial models is develo...
SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-09) / BLDSC - Britis...
The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate ...
The Ljung-Box test is typically used to test serial independence even if, by construction, it is gen...
A test for serial independence is proposed which is related to the BDS test but focuses on tail even...
The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate ...
PhDThe degree of dependence inherent in a dataset, either in the time series domain or in multivari...
Abstract. A family of linear rank statistics is proposed in order to test the independence of a time...
The contingency table literature on tests for dependence among discrete multi-category variables ass...
Portmanteau tests are typically used to test serial independence even if, by construction, they are ...
This paper provides a general methodology for testing for dependence in time series data, with parti...
Abstract This paper provides a general methodology for testing for dependence in time series data, w...
<p>Portmanteau tests are typically used to test serial independence even if, by construction, they a...
This thesis deals with tests of serial independence for functional time series. The first part of th...
Serial dependence in non-linear time series cannot always be reliably quantified using linear autoco...
A general approach to testing serial dependence restrictions implied from financial models is develo...