Elsinger, Helmut - Oesterreichische Nationalbank - 2010
New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-GarcÃa [2007], Matilla-GarcÃa and MarÃn [2008], Matilla-GarcÃa and MarÃn [2009], and Matilla-GarcÃa et al. [2010]). The main idea is to map m-histories of a time series onto...