In this work, we consider the problem oftestingrandomness.After reviewing several non-parametric randomness tests based on the sign of the difference of observations we shall compare their performance through aMonte Carlosimulation study.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2013|
|Event||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS - |
Duration: 1 Jan 2013 → …
|Conference||ICNAAM 2013: 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS|
|Period||1/01/13 → …|
Caeiro, F. A. G. G., & Mateus, A. M. X. F. (2013). Comparing several tests of randomness based on the difference of observations. In AIP Conference Proceedings (pp. 809-812) https://doi.org/10.1063/1.4825618