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Volumn 19, Issue 2, 1998, Pages 165-185

Tests of independence in time series

(2)  Kulperger, R J a   Lockhart, R A a  

a NONE

Author keywords

Autoregressive process; Brownian bridge; Moving average

Indexed keywords


EID: 0006830151     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00084     Document Type: Article
Times cited : (5)

References (13)
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  • 3
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  • 5
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    • Hallin, M.1    Puri, M.L.2
  • 6
    • 0000667113 scopus 로고
    • Linear serial rank tests for randomness against ARMA alternatives
    • _, INGENBLEEK, J.-F. and PURI, M. L. (1985) Linear serial rank tests for randomness against ARMA alternatives. Ann. Stat. 13, 1156-81.
    • (1985) Ann. Stat. , vol.13 , pp. 1156-1181
    • Ingenbleek, J.-F.1    Puri, M.L.2
  • 7
    • 0001268727 scopus 로고
    • The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
    • JAESCHKE, D. (1979) The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals. Ann. Stat. 7, 108-15.
    • (1979) Ann. Stat. , vol.7 , pp. 108-115
    • Jaeschke, D.1
  • 8
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    • Koul, H.L.1
  • 9
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    • Kreiss, J.-P.1
  • 10
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    • Testing normality in autoregressive models
    • PIERCE, D. A. (1985) Testing normality in autoregressive models. Biometrika 72, 293-97.
    • (1985) Biometrika , vol.72 , pp. 293-297
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  • 12
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    • Tests based on EDF statistics
    • (eds R. B. D'Agostino and M. A. Stephens). New York: Dekker, Ch. 4
    • STEPHENS, M. A. (1986) Tests based on EDF statistics. In Goodness-of-fit Techniques (eds R. B. D'Agostino and M. A. Stephens). New York: Dekker, Ch. 4.
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  • 13
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    • The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.