Tests of serial independence based on Kendall's process

Quessy, Jean-Francois, Remillard, Bruno, Genest, Christian, Quessy, Jean-François, Rémillard, Bruno . Canadian Journal of Statistics 2002. 30 (3) :441-461

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Bibtex

@article{CIS-178318,
  Author = {Quessy, Jean-Francois and Remillard, Bruno and Genest, Christian and Quessy, Jean-François and Rémillard, Bruno},
  Title = {Tests of serial independence based on Kendall's process},
  Journal = {Canadian Journal of Statistics},
  Volume = {30},
  Number = {3},
  Year = {2002},
  Pages = {441--461},
  Keywords = {Time series, Hypothesis testing, Rank test, Autocorrelation, Kolmogorov-Smirnov statistic, Nonparametric inference, Cramér-von Mises statistic, Time series analysis, Empirical process, Spearman's rho, Kendall's tau, nonparametric asymptotic efficiency, pseudo-observation}
}

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