Journal articles on the topic 'Serial independence'
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Tran, Lanh, Ba Chu, Chunfeng Huang, and Kim P. Huynh. "Adaptive permutation tests for serial independence." Statistica Neerlandica 68, no. 3 (May 13, 2014): 183–208. http://dx.doi.org/10.1111/stan.12028.
Full textPinkse, Joris. "A consistent nonparametric test for serial independence." Journal of Econometrics 84, no. 2 (June 1998): 205–31. http://dx.doi.org/10.1016/s0304-4076(97)00084-5.
Full textDu, Zaichao. "Testing for serial independence of panel errors." Computational Statistics & Data Analysis 76 (August 2014): 248–61. http://dx.doi.org/10.1016/j.csda.2013.07.031.
Full textMalishevski, Andrey V. "Path independence in serial—parallel data processing." Mathematical Social Sciences 27, no. 3 (June 1994): 335–67. http://dx.doi.org/10.1016/0165-4896(93)00742-d.
Full textZucker, Shay. "Detection of Periodicity Based on Independence Tests – II. Improved Serial Independence Measure." Monthly Notices of the Royal Astronomical Society: Letters 457, no. 1 (January 29, 2016): L118—L121. http://dx.doi.org/10.1093/mnrasl/slw002.
Full textGenest, Christian, Jean-FranÇlois Quessy, and Bruno RÉamillard. "Tests of serial independence based on Kendall's process." Canadian Journal of Statistics 30, no. 3 (September 2002): 441–61. http://dx.doi.org/10.2307/3316147.
Full textBagnato, Luca, Lucio De Capitani, and Antonio Punzo. "Testing for Serial Independence: Beyond the Portmanteau Approach." American Statistician 72, no. 3 (January 26, 2018): 219–38. http://dx.doi.org/10.1080/00031305.2016.1264314.
Full textLacal, Virginia, and Dag TjØstheim. "Local Gaussian Autocorrelation and Tests for Serial Independence." Journal of Time Series Analysis 38, no. 1 (April 14, 2016): 51–71. http://dx.doi.org/10.1111/jtsa.12195.
Full textDelgado, Miguel A. "TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION." Journal of Time Series Analysis 17, no. 3 (May 1996): 271–85. http://dx.doi.org/10.1111/j.1467-9892.1996.tb00276.x.
Full textMeintanis, Simos G., Joseph Ngatchou-Wandji, and James Allison. "Testing for serial independence in vector autoregressive models." Statistical Papers 59, no. 4 (September 7, 2018): 1379–410. http://dx.doi.org/10.1007/s00362-018-1039-4.
Full textBagnato, Luca, Lucio De Capitani, and Antonio Punzo. "Testing Serial Independence via Density-Based Measures of Divergence." Methodology and Computing in Applied Probability 16, no. 3 (February 8, 2013): 627–41. http://dx.doi.org/10.1007/s11009-013-9320-4.
Full textHjellvik, Vidar, and Dag Tj⊘stheim. "Nonparametric statistics for testing of linearity and serial independence." Journal of Nonparametric Statistics 6, no. 2-3 (January 1996): 223–51. http://dx.doi.org/10.1080/10485259608832673.
Full textDelgado, M. "A nonparametric test for serial independence of regression errors." Biometrika 87, no. 1 (March 1, 2000): 228–34. http://dx.doi.org/10.1093/biomet/87.1.228.
Full textOrzeszko, Witold. "Nonparametric testing for serial independence using the NRL statistic." Communications in Statistics - Simulation and Computation 46, no. 7 (February 28, 2017): 5151–65. http://dx.doi.org/10.1080/03610918.2016.1146760.
Full textBilodeau, M., and P. Lafaye de Micheaux. "-dependence statistics for mutual and serial independence of categorical variables." Journal of Statistical Planning and Inference 139, no. 7 (July 2009): 2407–19. http://dx.doi.org/10.1016/j.jspi.2008.11.006.
Full textDu, Zaichao, and Juan Carlos Escanciano. "A Nonparametric Distribution-Free Test for Serial Independence of Errors." Econometric Reviews 34, no. 6-10 (December 17, 2014): 1011–34. http://dx.doi.org/10.1080/07474938.2014.956616.
Full textHong, Yongmiao. "Testing for pairwise serial independence via the empirical distribution function." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 60, no. 2 (1998): 429–53. http://dx.doi.org/10.1111/1467-9868.00134.
Full textJiang, Xinxin, and Marjorie G. Hahn. "Testing serial non-independence by self-centring and self-normalizing." Statistics 43, no. 4 (August 2009): 315–28. http://dx.doi.org/10.1080/02331880802506551.
Full textChigira, Hiroaki. "A test of serial independence of deviations from cointegrating relations." Economics Letters 92, no. 1 (July 2006): 52–57. http://dx.doi.org/10.1016/j.econlet.2006.01.013.
Full textChaudhuri, S. K. "Short-run Share Price Behaviour: New Evidence on Weak Form of Market Efficiency." Vikalpa: The Journal for Decision Makers 16, no. 4 (October 1991): 17–21. http://dx.doi.org/10.1177/0256090919910402.
Full textAshley, Richard A., and Douglas M. Patterson. "A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns." Journal of Financial and Quantitative Analysis 21, no. 2 (June 1986): 221. http://dx.doi.org/10.2307/2330739.
Full textSchwartz, Alan. "Serial Testing and Conditional Independence: A Reply to Scoglio et al." American Journal of Gastroenterology 99, no. 6 (June 2004): 1197. http://dx.doi.org/10.1111/j.1572-0241.2004.30087.x.
Full textCammarota, Camillo. "The difference-sign runs length distribution in testing for serial independence." Journal of Applied Statistics 38, no. 5 (May 2011): 1033–43. http://dx.doi.org/10.1080/02664761003758984.
Full textGhoudi, Kilani, and Bruno Rémillard. "Serial independence tests for innovations of conditional mean and variance models." TEST 27, no. 1 (December 21, 2016): 3–26. http://dx.doi.org/10.1007/s11749-016-0521-3.
Full textGhoudi, Kilani, Reg J. Kulperger, and Bruno Rémillard. "A Nonparametric Test of Serial Independence for Time Series and Residuals." Journal of Multivariate Analysis 79, no. 2 (November 2001): 191–218. http://dx.doi.org/10.1006/jmva.2000.1967.
Full textKlaus, Bettina, and Alexandru Nichifor. "Serial dictatorship mechanisms with reservation prices: heterogeneous objects." Social Choice and Welfare 57, no. 1 (February 13, 2021): 145–62. http://dx.doi.org/10.1007/s00355-020-01303-w.
Full textSKAUG, HANS JULIUS, and DAG TJØSTHEIM. "A nonparametric test of serial independence based on the empirical distribution function." Biometrika 80, no. 3 (1993): 591–602. http://dx.doi.org/10.1093/biomet/80.3.591.
Full textBowers, Robert Ian, and William Timberlake. "Do rats learn conditional independence?" Royal Society Open Science 4, no. 2 (February 2017): 160994. http://dx.doi.org/10.1098/rsos.160994.
Full textCorrado, Charles J., and John Schatzberg. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Correction." Journal of Financial and Quantitative Analysis 25, no. 3 (September 1990): 411. http://dx.doi.org/10.2307/2330705.
Full textAshley, Richard, and Douglas Patterson. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment." Journal of Financial and Quantitative Analysis 25, no. 3 (September 1990): 417. http://dx.doi.org/10.2307/2330706.
Full textCohen, Annabel J., Bradley Frankland, Michael Lamoureux, and Debora Dunphy. "Effects of tone sets and serial orders on melodic tracking: Dependence or independence?" Journal of the Acoustical Society of America 88, S1 (November 1990): S91. http://dx.doi.org/10.1121/1.2029216.
Full textWühr, Peter, and Iring Koch. "Independence of serial position and response conflict in pre-planned manual response sequences." Acta Psychologica 138, no. 1 (September 2011): 272–80. http://dx.doi.org/10.1016/j.actpsy.2011.07.004.
Full textLaverty, William H., and Ivan W. Kelly. "Visualizing State Identification in Auto-Regressive Hidden Markov (ARHMM) Models With the Forward and Backward Algorithms Using Excel." International Journal of Statistics and Probability 8, no. 5 (August 6, 2019): 25. http://dx.doi.org/10.5539/ijsp.v8n5p25.
Full textKojadinovic, Ivan, and Jun Yan. "Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process." Annals of the Institute of Statistical Mathematics 63, no. 2 (July 28, 2009): 347–73. http://dx.doi.org/10.1007/s10463-009-0257-x.
Full textBELLINI, FABIO, and GIANNA FIGÀ-TALAMANCA. "DETECTING AND MODELING TAIL DEPENDENCE." International Journal of Theoretical and Applied Finance 07, no. 03 (May 2004): 269–87. http://dx.doi.org/10.1142/s0219024904002426.
Full textZaitsu, Wataru. "Offence Characteristics of Serial Arsonists, Differentiated by Their Social Independence and Severity of Criminality." Japanese Journal of Forensic Science and Technology 15, no. 2 (2010): 111–24. http://dx.doi.org/10.3408/jafst.15.111.
Full textRyabko, Boris, and Jaakko Astola. "Universal codes as a basis for nonparametric testing of serial independence for time series." Journal of Statistical Planning and Inference 136, no. 12 (December 2006): 4119–28. http://dx.doi.org/10.1016/j.jspi.2005.07.008.
Full textZAITSU, Wataru. "Interval days, criminal behaviors, severity of criminality and social independence of serial sex offenders." Proceedings of the Annual Convention of the Japanese Psychological Association 74 (September 20, 2010): 3PM150. http://dx.doi.org/10.4992/pacjpa.74.0_3pm150.
Full textSalawu, Mary Kehinde. "Factors Influencing Auditor Independence among Listed Companies in Nigeria: Generalized Method of Moments (GMM) Approach." International Journal of Economics and Finance 9, no. 8 (July 19, 2017): 191. http://dx.doi.org/10.5539/ijef.v9n8p191.
Full textBelgaumi, M. S. "Efficiency of the Indian Stock Market : An Empirical Study." Vikalpa: The Journal for Decision Makers 20, no. 2 (April 1995): 43–52. http://dx.doi.org/10.1177/0256090919950204.
Full textLiu, Yanfang, and William Zhu. "Matroidal Structure of Rough Sets Based on Serial and Transitive Relations." Journal of Applied Mathematics 2012 (2012): 1–16. http://dx.doi.org/10.1155/2012/429737.
Full textKRISTIANSEN, MONICA, RUNE WINTHER, and BENT NATVIG. "ON COMPONENT DEPENDENCIES IN COMPOUND SOFTWARE." International Journal of Reliability, Quality and Safety Engineering 17, no. 05 (October 2010): 465–93. http://dx.doi.org/10.1142/s0218539310003895.
Full textLeung, Joan, Clayton King, and Sarah Fereday. "Effectiveness of a programme comprising serial casting, botulinum toxin, splinting and motor training for contracture management: a randomized controlled trial." Clinical Rehabilitation 33, no. 6 (February 27, 2019): 1035–44. http://dx.doi.org/10.1177/0269215519831337.
Full textRoy, Subrata. "Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis." Foreign Trade Review 53, no. 4 (October 8, 2018): 225–38. http://dx.doi.org/10.1177/0015732518797183.
Full textOktavia, Deni. "FLYPAPER EFFECT: FENOMENA SERIAL WAKTU DAN LINTAS KABUPATEN KOTA DI JAWA TIMUR 2003-2013." JURNAL AKUNTANSI UNIVERSITAS JEMBER 12, no. 2 (March 31, 2015): 1. http://dx.doi.org/10.19184/jauj.v12i2.1407.
Full textYamin, Stephanie, Valerie Ranger, Arne Stinchcombe, Frank Knoefel, and Michel Bédard. "USING SERIAL TRICHOTOMIZATION WITH NEUROPSYCH MEASURES TO INFORM DECISIONS ON FITNESS TO DRIVE AMONG OLDER ADULTS." Innovation in Aging 3, Supplement_1 (November 2019): S783. http://dx.doi.org/10.1093/geroni/igz038.2881.
Full textRezai, Ali R., Per B. Sederberg, Jennifer Bogner, Dylan M. Nielson, Jun Zhang, W. Jerry Mysiw, Michael V. Knopp, and John D. Corrigan. "Improved Function After Deep Brain Stimulation for Chronic, Severe Traumatic Brain Injury." Neurosurgery 79, no. 2 (August 1, 2016): 204–11. http://dx.doi.org/10.1227/neu.0000000000001190.
Full textChang, Long, and Lin Shi. "A Parallel Genetic Algorithm Based on OpenCL in Resolving 0/1 Knapsack Problems." Advanced Materials Research 1030-1032 (September 2014): 1633–37. http://dx.doi.org/10.4028/www.scientific.net/amr.1030-1032.1633.
Full textRyabko, Boris, Jaakko Astola, and Alex Gammerman. "Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series." Theoretical Computer Science 359, no. 1-3 (August 2006): 440–48. http://dx.doi.org/10.1016/j.tcs.2006.06.004.
Full textHusain, Fazal. "The Random Walk Model in the Pakistani Equity Market: An Examination." Pakistan Development Review 36, no. 3 (September 1, 1997): 221–40. http://dx.doi.org/10.30541/v36i3pp.221-240.
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