A nonparametric test of serial independence for time series and residuals

Journal of Multivariate Analysis

Volumn 79, Issue 2, 2001, Pages 191-218

  Ghoudi, Kilani ^a   Kulperger, Reg J ^b   Rémillard, Bruno ^a  

^a UNIVERSITÉ DU QUÉBEC À TROIS RIVIÈRES   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Cram r von Mises tatistics; Empirical processes; Independence; Pseudo observations; Residuals; Serial independence; Weak convergence

Indexed keywords

EID: 0035192969     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1967     Document Type: Article

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