Generalized runs tests for heteroscedastic time series

Journal of Nonparametric Statistics

Volumn 9, Issue 1, 1998, Pages 39-86

  Dufour, Jean Marie ^a   Hallin, Marc ^b   Mizera, Ivan ^c  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c Physics and Informatics   (Slovakia)

Author keywords

Heteroscedasticity; Runs; Test of randomness; Time series

Indexed keywords

EID: 0346817781     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259808832735     Document Type: Article

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