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Tests of Independence in Time Series

✍ Scribed by R. J. Kulperger; R. A. Lockhart


Book ID
108549320
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
289 KB
Volume
19
Category
Article
ISSN
0143-9782

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This paper presents nonparametric tests of independence that can be used to test the independence of p random variables, serial independence for time series, or residuals data. These tests are shown to generalize the classical portmanteau statistics. Applications to both time series and regression r