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  • Search: subject:"Chebyshev's inequality"
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Year of publication
Subject
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Berry-Esséen 3 Chebyshev inequality 3 autocorrelation 3 bound 3 distribution-free test 3 exact test 3 heterogeneity 3 heteroskedasticity 3 interest rates 3 large deviations 3 robustness 3 symmetric distribution 3 exponential bound 2 nonparametric test 2 serial dependence 2 exnential bound 1 nonrametric test 1 serial dendence 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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Undetermined 2 French 1
Author
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DUFOUR, Jean-Marie 2 HALLIN, Marc 2 Dufour, Jean-Marie 1 FARHAT, Abdekjelik 1 FARHAT, Abdeljelil 1 Farhat, Abdeljelil 1 Hallin, Marc 1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Département de Sciences Économiques, Université de Montréal 1
Published in...
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Cahiers de recherche 2 CIRANO Working Papers 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - Centre Interuniversitaire de Recherche en Analyse des … - 2005
We consider the problem of testing whether the observations X1, · · ·, Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed:...
Persistent link: https://www.econbiz.de/10005100838
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Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
DUFOUR, Jean-Marie; FARHAT, Abdekjelik; HALLIN, Marc - Département de Sciences Économiques, Université de … - 2005
We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential...
Persistent link: https://www.econbiz.de/10005729725
Saved in:
Cover Image
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
DUFOUR, Jean-Marie; FARHAT, Abdeljelil; HALLIN, Marc - Centre Interuniversitaire de Recherche en Économie … - 2005
We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential...
Persistent link: https://www.econbiz.de/10008671553
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