Nonparametric testing for time series: A bibliography

1 March 1982

journal article
Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique

Vol. 10 (1) , 1-38
https://doi.org/10.2307/3315073

Abstract

This 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.

Keywords

PERMUTATION TESTS
SIGN TESTS
RANK TESTS
TESTS AGAINST ORDERED ALTERNATIVES
BINARY AND MULTIPLE RUNS
QUOTAS
RECORDS
MARKOV CHAIN MODELS

This publication has 3 references indexed in Scilit:

Robust Estimation of Power Spectra
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1979
The Behavior of Robust Estimators on Dependent Data
The Annals of Statistics, 1975
Multiple Time Series
Wiley Series in Probability and Statistics, 1970