Testing for Serial Independence: Beyond the Portmanteau Approach-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Testing for Serial Independence: Beyond the Portmanteau Approach

Published:2018-01-26 Issue:3 Volume:72 Page:219-238
ISSN:0003-1305
Container-title:The American Statistician
language:en
Short-container-title:The American Statistician

Author:

Bagnato Luca¹^ORCID,De Capitani Lucio²^ORCID,Punzo Antonio³^ORCID

Affiliation:

1. Dipartimento di Discipline Matematiche, Finanza Matematica e Econometria, Università Cattolica del Sacro Cuore, Milano, Italy

2. Dipartimento di Statistica e Metodi Quantitativi, Università di Milano-Bicocca, Milano, Italy

3. Dipartimento di Economia e Impresa, Università di Catania, Catania CT, Italy

Funder

Italian Government

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00031305.2016.1264314

Reference32 articles.

1. Categorical Data Analysis

2. Nonlinear Correlograms and Partial Autocorrelograms*

3. SDD: AnRPackage for Serial Dependence Diagrams

4. Testing Serial Independence via Density-Based Measures of Divergence

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonparametric dependence modeling via cluster analysis: A financial contagion application;Communications in Statistics - Simulation and Computation;2019-02-10

2. A diagram to detect serial dependencies: an application to transport time series;Quality & Quantity;2016-10-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP