Generalized runs tests for heteroscedastic time series
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485259808832735
Reference52 articles.
1. MULTIPLE RUNS
2. Time Series: Theory and Methods
3. Exact Nonparametric Orthogonality and Random Walk Tests
4. Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
5. Inference in Expectations Models of the Term Structure: A Non-parametric Approach
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