Testing serial dependence or cross dependence for time series with underreporting
存在漏报时的时间序列序列依赖与交叉依赖检验
Abstract In practice, it is common for collected data to be underreported, an issue that is particularly prevalent in fields such as the social sciences, ecology and epidemiology. Drawing inferences from such data using conventional statistical methods can lead to incorrect conclusions. In this paper, we study tests for serial or cross dependence in time series data that are subject to underreporting. We introduce new test statistics, develop corresponding group-of-blocks…