Results 241 to 250 of about 355,803 (282)

NONPARAMETRIC NONSTATIONARITY TESTS

Econometric Theory, 2013
We propose additive functional-based nonstationarity tests that exploit the different divergence rates of the occupation times of a (possibly nonlinear) process under the null of nonstationarity (stationarity) versus the alternative of stationarity (nonstationarity). We consider both discrete-time series and continuous-time processes. The discrete-time
Bandi, FM, Corradi, V
openaire   +3 more sources

NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

Journal of Time Series Analysis, 1992
Abstract. A nonparametric test statistic based on the distance between the joint and marginal densities is developed to test for the serial dependence for a given sequence of time series data. The key idea lies in observing that, under the null hypothesis of independence, the joint density of the observations is equal to the product of their ...
Ngai Hang Chan, Lanh Tat Tran
openaire   +2 more sources

Nonparametric Tests

2022
Hassan S. Bakouch, Farrukh Jamal
openaire   +2 more sources

Nonparametric Tests

2019
Shakti Kumar Yadav, Sompal Singh, Ruchika Gupta   +2 more
  +4 more sources

Nonparametric tests

2023
Nafis Faizi, Yasir Alvi
openaire   +2 more sources

Nonparametric tests

2013
  +5 more sources

Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

Journal of the American Statistical Association, 1978
Nan Laird
exaly   +2 more sources

Smearing Estimate: A Nonparametric Retransformation Method

Journal of the American Statistical Association, 1983
Naihua Duan
exaly   +2 more sources

Nonparametric statistical testing of EEG- and MEG-data

Journal of Neuroscience Methods, 2007
Eric Maris, Robert Oostenveld
exaly