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Generalized runs tests for heteroscedastic time series 

Authors: Jean-Marie Dufour - a;  Marc Hallin - b; Ivan Mizera - c
Affiliations:   a Centre de Recherche et Deacuteveloppement en Economique (C.R.D.E.), Universiteacute de Montreacuteal, Montreacuteal, Queacutebec, Canada
b Institut de Statistique and Deacutepartement de Matheacutematique, Universiteacute Libre de Bruxelles, Bruxelles, Belgium
c Department of Probability and Statistics, Comenius University, Bratislava, Slovakia
DOI: 10.1080/10485259808832735
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 9, Issue 1 1998 , pages 39 - 86
Formats available: PDF (English)

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