@Article{Bag15,
    title = {\pkg{SDD}: An {R} Package for Serial Dependence Diagrams},
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      Antonio Punzo},
    journal = {Journal of Statistical Software},
    year = {2015},
    volume = {64},
    number = {2},
    pages = {1--19},
    url = {http://www.jstatsoft.org/v64/c02/},
  }
@article{Ben95,
     title = {Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing},
     author = {Benjamini, Y. and Hochberg, Y.},
     journal = {J. R. Statist. Soc. B},
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     publisher = {Wiley for the Royal Statistical Society},
}
@article {Ber00,
    AUTHOR = {J. Berkowitz and L. Kilian},
     TITLE = {Recent developments in bootstrapping time series},
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      YEAR = {2000},
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}
  @Manual{Ber18,
    title = {\pkg{IndepTest}: Nonparametric Independence Tests Based on Entropy Estimation},
    author = {Thomas B. Berrett and Daniel J. Grose and Richard J. Samworth},
    year = {2018},
    note = {R package version 0.2.0},
    url = {https://CRAN.R-project.org/package=IndepTest},
  }
  @Manual{Ber20,
    title = {\pkg{USP}: U-Statistic Permutation Tests of Independence for All Data Types},
    author = {Thomas B. Berrett and Ioannis Kontoyiannis and Richard J. Samworth},
    year = {2020},
    note = {R package version 0.1.1},
    url = {https://CRAN.R-project.org/package=USP},
  }
@article {Bic97,
    AUTHOR = {P. J. Bickel and P. B{\"u}hlmann},
     TITLE = {Closure of Linear Processes},
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      YEAR = {1997},
    NUMBER = {2},
     PAGES = {445--479},
      ISSN = {0894-9840},
}
@article {Bic99,
    AUTHOR = {P. J. Bickel and P. B{\"u}hlmann},
     TITLE = {A New Mixing Notion and Functional Central Limit Theorems for
              a Sieve Bootstrap in Time Series},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {5},
      YEAR = {1999},
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}
  @Manual{Bot20,
    title = {\pkg{multivariance}: Measuring Multivariate Dependence Using Distance Multivariance},
    author = {Björn Böttcher},
    year = {2020},
    note = {R package version 2.3.0},
    url = {https://CRAN.R-project.org/package=multivariance},
  }
@article{Bow84,
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    abstract = "{Cross-validation with Kullback-Leibler loss function has been applied to the choice of a smoothing parameter in the kernel method of density estimation. A framework for this problem is constructed and used to derive an alternative method of cross-validation, based on integrated squared error, recently also proposed by Rudemo (1982). Hall (1983) has established the consistency and asymptotic optimality of the new method. For small and moderate sized samples, the performances of the two methods of cross-validation are compared on simulated data and specific examples.}",
    issn = {0006-3444},
    url = {https://doi.org/10.1093/biomet/71.2.353},
}

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@InCollection{Cha97,
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    keywords =     "data analysis, surrogate data, (methodology)",
}
@BOOK{Cha01,
    AUTHOR       = {K-S Chan and H. Tong},
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@article{Cru03,
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    url = {https://CRAN.R-project.org/package=testcorr},
  }
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    pages = {17-30},
    year  = {2003},
    publisher = {Taylor & Francis},
    doi = {10.1080/10485250306039},

    URL = {
            https://doi.org/10.1080/10485250306039

    },
}
@article{Duo05,
    author = {Duong, T. and Hazelton, M.L.},
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    year = {2005}
}
@Manual{Duo21,
    title = {\pkg{ks}: Kernel Smoothing},
    author = {T. Duong},
    year = {2021},
    note = {R package version 1.12.0},
    url = {https://CRAN.R-project.org/package=ks},
}
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    AUTHOR       = {Efron, B. and  Tibshirani, R. J.},
    TITLE        = {An Introduction to the Bootstrap},
    YEAR         = {1993},
    PUBLISHER    = {Chapman \& Hall},
    address      = {New York},
}
@book{Efr10,
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  author={Efron, B.},
  isbn={9781139492133},
  year={2010},
  publisher={Cambridge University Press},
  address      = {Cambridge},
}
@book {Fan03,
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@article{Fan96,
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@article {Fer10,
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    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=WeightedPortTest},
  }
  @Manual{Fro16,
    title = {\pkg{extremogram}: Estimation of Extreme Value Dependence for Time Series Data},
    author = {Nadezda Frolova and Ivor Cribben},
    year = {2016},
    note = {R package version 1.0.2},
    url = {https://CRAN.R-project.org/package=extremogram},
  }
@book{Ful96,
  author = {W. A. Fuller},
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  @Manual{Gar14,
    title = {\pkg{LIStest}: Tests of Independence Based on the Longest Increasing
Subsequence},
    author = {J. E. Garcia and V. A. Gonzalez-Lopez},
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    note = {R package version 2.1},
    url = {https://CRAN.R-project.org/package=LIStest},
  }
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    author = {Geenens, G. and Lafaye de Micheaux, P.},
    title = {The Hellinger Correlation},
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    volume = {117},
    number = {538},
    pages = {639-653},
    year  = {2022},
    publisher = {Taylor & Francis},
    URL = {
            https://doi.org/10.1080/01621459.2020.1791132
    }
}
@Article{Gia23,
 AUTHOR = {S. Giannerini and G. Goracci},
 TITLE = {Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the {R} Package  \texttt{tseriesEntropy}}, 
 JOURNAL = {Mathematics},
 VOLUME = {11},
 YEAR = {2023},
 NUMBER = {3},
 ARTICLE-NUMBER = {757},
 URL = {https://www.mdpi.com/2227-7390/11/3/757},
 ISSN = {2227-7390},
 DOI = {10.3390/math11030757}
}
@INCOLLECTION{Gia12,
    AUTHOR =       {S. Giannerini},
    TITLE =        {The quest for nonlinearity in time series},
    BOOKTITLE =    {Handbook of Statistics: Time Series},
    PUBLISHER =    {Elsevier},
    YEAR   =       {2012},
    series =       {Handbook of Statistics},
    volume =       {30},
    editor =       {T. {Subba Rao} and {C.R.} Rao},
    pages  =       {43--63},
}
@article{Gia15,
    author = {Giannerini, S. and Maasoumi, E. and Dagum, E.B.},
    title = "{Entropy Testing for Nonlinear Serial Dependence in Time Series}",
    journal = {Biometrika},
    volume = {102},
    number = {3},
    pages = {661-675},
    year = {2015},
    month = {06},
    issn = {0006-3444},
    doi = {10.1093/biomet/asv007},
    url = {https://doi.org/10.1093/biomet/asv007},
}
  @Manual{Gia21,
    title = {\texttt{tseriesentropy}: Entropy Based Analysis and Tests for Time Series},
    author = {S. Giannerini},
    year = {2021},
    note = {R package version 0.7-1},
    url = {https://CRAN.R-project.org/package=tseriesEntropy},
  }
@TECHREPORT{Gor23b,
    title={Robust estimation for Threshold Autoregressive Moving-Average models},
    author={G. Goracci and D. Ferrari and S. Giannerini and F. Ravazzolo},
    doi = {10.48550/ARXIV.2211.08205},
    year={2023},
    archivePrefix={arXiv},
    primaryClass={stat.ME},
    institution = {Free University of Bolzano, University of Bologna},
}
@article {Gra94,
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@Article{Gra04,
    AUTHOR    = {C. W. J. Granger and E. Maasoumi and J. Racine},
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    FJOURNAL   = {J. Time Ser. Anal.},
    YEAR      = 2004,
    volume    = {25},
    number    = {5},
    pages     = {649-669},
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@Article{Hay08,
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    volume = {27},
    number = {5},
    url = {http://www.jstatsoft.org/v27/i05/},
}
@article{Han82,
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     fjournal = {Biometrika},
     number = {1},
     pages = {81--94},
     publisher = {[Oxford University Press, Biometrika Trust]},
     title = {Recursive Estimation of Mixed Autoregressive-Moving Average Order},
     volume = {69},
     year = {1982}
}
@article{Hje95,
    author = {Hjellvik, V. and Tj{\o}stheim, D.},
    title = {{Nonparametric tests of linearity for time series}},
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    number = {2},
    pages = {351-368},
    year = {1995},
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@article{Hje98,
    title = "Linearity testing using local polynomial approximation",
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@Article{Hin05,
    AUTHOR    = {M. J. Hinich and E. M. Mendes and L. Stone},
    TITLE     = {Detecting nonlinearity in time series: surrogate and bootstrap approaches},
    JOURNAL   = {Stud. Nonlinear. Dyn. E.},
    FJOURNAL   = {Studies in Nonlinear Dynamics and Econometrics},
    YEAR      = 2005,
    volume    = {9},
    number    = {4},
    pages     = {Article 3},
}
  @Manual{Hof20,
    title = {\pkg{copula}: Multivariate Dependence with Copulas},
    author = {Marius Hofert and Ivan Kojadinovic and Martin Maechler
      and Jun Yan},
    year = {2020},
    note = {R package version 1.0-1},
    url = {https://CRAN.R-project.org/package=copula},
  }
@article{Hon05,
     title = {Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence},
     author = {Hong, Y. and White, H.},
     journal = {Econometrica},
     volume = {73},
     number = {3},
     pages = {837--901},
     ISSN = {00129682},
     year = {2005}
}

@Article{Kug01,
    author =       "D. Kugiumtzis",
    title =        "On the reliability of the surrogate data test for
                 nonlinearity in the analysis of noisy time series",
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    volume =       "11",
    number =       "7",
    pages =        "1881--1896",
    year =         "2001",
}
@Article{Kug08,
    author={D. Kugiumtzis},
    title={Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series},
    JOURNAL   = {Stud. Nonlinear. Dyn. E.},
    fjournal={Studies in Nonlinear Dynamics \& Econometrics},
    year=2008,
    volume={12},
    number={1},
    pages={Article 4}
}

@article {Kre92,
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    title = {\pkg{EDMeasure}: Energy-Based Dependence Measures},
    author = {Ze Jin and Shun Yao and David S. Matteson and Xiaofeng
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    note = {R package version 1.2.},
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@Article{Joe89,
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    volume    = {84},
    pages     = {157-164},
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@article {Lee93,
    AUTHOR = {T.-H. Lee and H.C. White and C.W.J. Granger},
     TITLE = {Testing for neglected nonlinearity in time series models: a
              comparison of neural network methods and alternative tests},
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  FJOURNAL = {Journal of Econometrics},
    VOLUME = {56},
      YEAR = {1993},
    NUMBER = {3},
     PAGES = {269--290},
      ISSN = {0304-4076},
}
@book{Li03,
  title={Diagnostic Checks in Time Series (1st ed.)},
  author={Li, W.K.},
  year={2003},
  publisher ={Chapman and Hall/CRC},
  url = {https://doi.org/10.1201/9780203485606},
}

@book{Li07,
  title={Nonparametric Econometrics: Theory and Practice},
  author={Li, Q. and Racine, J. S.},
  year={2007},
  publisher ={Princeton University Press},
  address   = {Princeton},
}
  @Article{Lug16,
    title = {Bayesian Uncertainty Management in Temporal Dependence of
      Extremes},
    author = {Lugrin, T. and Davison, A. C. and Tawn, J. A.},
    year = {2016},
    journal = {Extremes},
    pages = {491--515},
    volume = {19},
    url = {http://dx.doi.org/10.1007/s10687-016-0258-0},
    note = {R package version 0.3.3},
  }	
@article {Maa93,
    AUTHOR = {E. Maasoumi},
     TITLE = {A Compendium to Information Theory in Economics and Econometrics},
   JOURNAL = {Econometric Reviews},
  FJOURNAL = {Economet. Rev.},
    VOLUME = {12},
      YEAR = {1993},
    NUMBER = {2},
     PAGES = {137--181},
}

@article {Maa09,
    AUTHOR = {E. Maasoumi and J. S. Racine},
     TITLE = {A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes},
   JOURNAL = {Economet. Rev.},
  FJOURNAL = {Econometric Reviews},
    VOLUME = {28},
      YEAR = {2009},
    NUMBER = {1},
     PAGES = {246--261},
}
  @Article{Mah12,
    title = {Improved Multivariate Portmanteau Diagnostic Test},
    author = {Esam Mahdi and A. I. McLeod},
    journal = {Journal of Time Series Analysis},
    year = {2012},
    volume = {33},
    number = {2},
    pages = {211--222},
    url =
      {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9892.2011.00752.x},
  }
@article{Mic05,
    title = "Measuring stochastic dependence using {$\varphi$}-divergence",
    fjournal = "Journal of Multivariate Analysis",
    journal = "J. Multivar. Anal",
    volume = "97",
    number = "3",
    pages = "765 - 784",
    year = "2006",
    author = "A. C. Micheas and K. Zografos",
}
  @Manual{Mie17,
    title = {\pkg{testforDEP}: Dependence Tests for Two Variables},
    author = {Miecznikowski, J. C. and Hsu, E.-S. and Chen, Y. and Vexler, A.},
    year = {2017},
    note = {R package version 0.2.0},
    url = {https://CRAN.R-project.org/package=testforDEP},
  }
  @Manual{Nag20,
    title = {\pkg{wdm}: Weighted Dependence Measures},
    author = {Thomas Nagler},
    year = {2020},
    note = {R package version 0.2.2},
    url = {https://CRAN.R-project.org/package=wdm},
  }
@Manual{Nar20,
    title = {\pkg{cubature}: Adaptive Multivariate Integration over Hypercubes},
    author = {Balasubramanian Narasimhan and Steven G. Johnson and Thomas Hahn and Annie Bouvier and Kiên Kiêu},
    year = {2020},
    note = {R package version 2.0.4.1},
    url = {https://CRAN.R-project.org/package=cubature},
}
@PHDTHESIS{Noo00,
    AUTHOR       = {A. Nordgaard},
    TITLE        = {On the resampling of stochastic processes using a bootstrap approach},
    YEAR         = {2000},
    SCHOOL       = {Department of Mathematics, Link\"{o}ping University},
}
  @Manual{Pet19,
    title = {\pkg{GeneralisedCovarianceMeasure}: Test for Conditional Independence Based on the Generalized
Covariance Measure (GCM)},
    author = {Jonas Peters and Rajen D. Shah},
    year = {2019},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=GeneralisedCovarianceMeasure},
  }
  @Manual{Pfi19,
    title = {\pkg{dHSIC}: Independence Testing via Hilbert Schmidt Independence Criterion},
    author = {Niklas Pfister and Jonas Peters},
    year = {2019},
    note = {R package version 2.1},
    url = {https://CRAN.R-project.org/package=dHSIC},
  }
@Manual{Pit16,
    title = {\pkg{dCovTS}: Distance Covariance and Correlation for Time Series Analysis},
    author = {Maria Pitsillou and Konstantinos Fokianos},
    year = {2016},
    note = {R package version 1.1},
    url = {https://CRAN.R-project.org/package=dCovTS},
  }
@article {Pol03,
    AUTHOR = {D.N. Politis},
     TITLE = {The impact of bootstrap methods on time series analysis},
      NOTE = {Silver anniversary of the bootstrap},
   JOURNAL = {Statist. Sci.},
  FJOURNAL = {Statistical Science. A Review Journal of the Institute of
              Mathematical Statistics},
    VOLUME = {18},
      YEAR = {2003},
    NUMBER = {2},
     PAGES = {219--230},
}

@article{Rac07,
    title = "A versatile and robust metric entropy test of time-reversibility, and other hypotheses",
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