Testing for complex serial dependence in economic and financial time series is a crucial
task that bears many practical implications. However, the linear paradigm remains pervasive …

Gamma processes are commonly used for modelling the accumulative deterioration of
systems, in many fields. However, given a series of observations, it is not always easy to …

Abstract The Ljung–Box test is typically used to test serial independence even if, by
construction, it is generally powerful only in presence of pairwise linear dependence …

Dependence measures, from linear correlation coefficients to recent copula-based methods,
have been widely used to find out associations between variables. Although the latter type of …

Various parametric/nonparametric techniques have been proposed in literature to graduate
mortality data as a function of age. Nonparametric approaches, as for example kernel …

The aim of the paper is to try to measure, through a Monte Carlo experiment, nonlinearity in
time series generated by a strictly stationary and uniformly ergodic state-dependent …

Portmanteau tests are typically used to test serial independence even if, by construction,
they are generally powerful only in presence of pairwise dependence between lagged …

The autodependogram is a graphical device recently proposed in the literature to analyze
autodependencies. It is defined computing the classical Pearson χ 2-statistics of …

Experimental results are often interpreted through statistical tests, where the alternative
hypothesis represents the theory to be evinced; if the experimental results lead to the …

Reproducibility is an absolute necessity in experimental sciences. In fact, the randomness of
scientific findings based on P-values, that are the vast majority, should be taken into …