A Nonparametric Test of Serial Independence for Time Series and Residuals
نویسندگان
چکیده
منابع مشابه
A Nonparametric Test of Serial Independence for Time Series and Residuals
Testing for independence is very important in statistical applications. These tests arise in many different settings, in particular when checking the dependence of p random variables, one usually carries out an independence test. Such a test is also required when verifying that consecutive observations of a time series are independent. Finally when checking the hypotheses of most linear models,...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2001
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1967