Nonparametric testing for time series: A bibliography
作者:
Jean‐Marie Dufour,
Yves Lepage,
Hanna Zeidan,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1982)
卷期:
Volume 10,
issue 1
页码: 1-38
ISSN:0319-5724
年代: 1982
DOI:10.2307/3315073
出版商: Wiley‐Blackwell
关键词: Permutation tests;sign tests;rank tests;tests against ordered alternatives;binary and multiple runs;quotas;records;Markov chain models
数据来源: WILEY
摘要:
AbstractThis bibliography brings together and classifies a wide variety of nonparametric methods which are pocentially useful for the analysis of time series data, in particular for testing randomness. Inference on Markov chain models is also extensively surveyed.
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