A modified BDS test

Luo, WY; Bai, ZD; Zheng, SR; Hui, YC

Hui, YC (corresponding author), Xi An Jiao Tong Univ, Sch Math & Stat, Xian, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2020; 164 ():

Abstract

The BDS test is a test for detecting whether a random sequence is i.i.d. (independent and identically distributed). It has been used in economics and ......

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