Tests of serial independence based on Kendall's process

Canadian Journal of Statistics

Volumn 30, Issue 3, 2002, Pages 441-461

  Genest, Christian ^a   Quessy, Jean François ^a   Rémillard, Bruno ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b HEC MONTRÉAL   (Canada)

Author keywords

Autocorrelation; Cram r von Mises statistic; Empirical process; Kendall's tau; Kolmogorov Smirnov statistic; Pseudo observation; Rank test; Spearman's rho; Time series

Indexed keywords

EID: 0036762933     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3316147     Document Type: Article

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