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Nonparametric testing for time series: A bibliography |
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| Authors: | Jean-Marie Dufour Yves Lepage Hanna Zeidan |
| Abstract: | This bibliography brings together and classifies a wide variety of nonparametric methods which are pocentially useful for the analysis of time series data, in particular for testing randomness. Inference on Markov chain models is also extensively surveyed. |
| Keywords: | Permutation tests sign tests rank tests tests against ordered alternatives binary and multiple runs quotas records Markov chain models |