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TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
2 references·6 citing·33 second hop
TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (1996)TESTING SERIAL INDEPENDENCE USING THE SAM…A test for independence based on the correlation dimension (1996)A test for independence based…Consistent Nonparametric Entropy-Based Testing (1991)Consistent Nonparametric Entr…Generalized runs tests for the IID hypothesis (2011)Generalized runs tests for th…Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (2009)Tests of serial independence …A non-parametric independence test using permutation entropy (2008)A non-parametric independence…Testing the martingale difference hypothesis using integrated regression functions (2006)Testing the martingale differ…A Nonparametric Test of Serial Independence for Time Series and Residuals (2001)A Nonparametric Test of Seria…Testing for Pairwise Serial Independence Via the Empirical Distribution Function (1998)Testing for Pairwise Serial I…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Tests for Hurst Effect (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Fourier methods for testing multivariate independence (2007)An Updated Literature Review of Distance Correlation and Its Applications to Time Series (2018)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)How Big Is the Random Walk in GNP? (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)The Behavior of Stock-Market Prices (1965)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A residual bootstrap for conditional Value-at-Risk (2023)A long memory property of stock market returns and a new model (1993)A non-parametric spatial independence test using symbolic entropy (2009)A Long Memory Property of Stock Market Returns and a New Model (2010)Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series (2019)ordpy: A Python package for data analysis with permutation entropy and ordinal network methods (2021)DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)A Dependence Metric for Possibly Nonlinear Processes (2004)Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (2005)Can Rare Events Explain the Equity Premium Puzzle? (2012)The Analysis of Economic Time-Series-Part I: Prices (1953)Generalized Spectral Tests for Serial Dependence (2000)Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process (2008)Goodness-of-Fit Tests for Copulas of Multivariate Time Series (2010)Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018)On Nonparametric Measures of Dependence for Random Variables (1981)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Quantitative Risk Management (2011)
this work references cited by second hop

References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1991Consistent Nonparametric Entropy-Based Testing235 cited

Cited by

  • 2008A non-parametric independence test using permutation entropy114 cited
  • 2001A Nonparametric Test of Serial Independence for Time Series and Residuals80 cited
  • 1998Testing for Pairwise Serial Independence Via the Empirical Distribution Function69 cited
  • 2006Testing the martingale difference hypothesis using integrated regression functions27 cited
  • 2009Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process26 cited
  • 2011Generalized runs tests for the IID hypothesis24 cited

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