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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 Dveloppement en Economique (C.R.D.E.), Universit de Montral, Montral, Qubec, Canada
	b Institut de Statistique and Dpartement de Mathmatique, Universit 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 of Nonparametric Statistics, Volume 9, Issue 1 1998 , pages 39 - 86

Subjects: Mathematical Economics; Mathematical Finance; Medical Statistics; Statistical Theory & Methods; Statistics; Statistics for the Biological Sciences; Stochastic Models & Processes;

Formats available: PDF (English)

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