Adaptive permutation tests for serial independence
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References listed on IDEAS
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1984.
"Linear serial rank tests for randomness against ARMA alternatives,"
ULB Institutional Repository
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- Yongmiao Hong, 2000. "Generalized spectral tests for serial dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(3), pages 557-574.
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- Marc Hallin & Madan Lal Puri, 1988. "Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models," ULB Institutional Repository 2013/2013, ULB -- Universite Libre de Bruxelles.
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- Mark Rempel, 2016.
"Improving Overnight Loan Identification in Payments Systems,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
- Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
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